Although the use of fecal glucocorticoid metabolite (FGCM) measurements as non-invasive biomarkers for the stress response in mammals has increased, few studies have been conducted in odontocetes. We investigated if animal sex, age, pregnancy or contextual variations (season, sampling time, enrichment, social separation and presence of visitors) influenced the FGCM concentrations in presumably healthy, captive and endangered Yangtze finless porpoises (YFPs, N = 4) and bottlenose dolphins (BDs, N = 3). For YFPs, the FGCM concentrations were influenced by season (p = 0.01), diurnal variation (p = 0.01) and pregnancy (p = 0.005). Contextual variables that were associated with increases in FGCM concentrations included social separations (p = 0.003) and numbers of visitors (p = 0.0002). Concentrations of FGCMs were lower (p = 0.001) after exposure to environmental enrichment. For BDs, enrichment was associated with reduced concentrations of FGCMs (p < 0.0001). The presence of visitors also influenced this species’ FGCM concentrations (p = 0.006). These results demonstrate that changes in the FGCM concentrations in YFPs and BDs may occur in response to contextual and social changes. In combination with other behavioral and physiological assessments, measurements of FGCMs may be a useful tool for monitoring cetacean welfare. Such monitoring may help researchers identify and better understand situations that may be stressful for animals and, therefore, improve management and husbandry. Furthermore, results from our study and inferences of the FGCM concentrations in cetaceans, and their potential relationship to stress, may be extrapolated to studies of free-ranging animals, which may help detect possible environmental or anthropogenic stressors that could be affecting these populations.