Ungulate densities increased recently in Mediterranean oak ecosystem where acorn-dispersing small rodents, like the Algerian mouse (Mus spretus), are keystone species. Recent work showed important effects of ungulates on the environment (vegetation and soil characteristics) influencing small mammal behaviour and population dynamics, but little is known on the physiological stress responses of small mammals to ungulates. We studied wild ungulate effects on habitat characteristics and whether ungulate pressure influenced both behavioural and physiological stress responses in wild populations of Algerian mice. We manipulated ungulates’ presence by large exclosures in Holm oak Quercus ilex open woodland with paired controls, where live trapping of Algerian mice was combined with a detailed evaluation of relevant habitat features for this rodent species such as vegetation height, cover and soil compaction. Further we analysed faecal corticosterone metabolites (FCM) in captured Algerian mice to test whether ungulate presence led to increased glucocorticoids. Fresh faecal samples from 92 different individuals captured with Sherman live traps were collected and analyzed by an enzyme immunoassay. Mouse abundance was higher inside ungulate exclosures due to positive exclosure effects on understory vegetation cover and soil compaction. Mice selected smaller trees with more area covered by resprouts, and this selection was stronger outside than inside exclosures. FCM levels were higher in females than in males. FCM levels were positively correlated with soil compaction and inversely with tree canopy size; however, individuals showed higher FCM levels inside than outside exclosures probably due to the higher local mouse abundance inside exclosures. Mouse behaviour varied in relation to direct effects of wild ungulates on key habitat traits whereas physiological stress responses seemed to be mediated by the increased intraspecific competition, an indirect effect of wild ungulates.