The welfare of farmed fish is influenced by environmental and management factors, which may substantially increase stress levels of the animals and even endanger their survival. Three experiments to simulate different stress conditions (acute crowding, anaesthetic agents and air exposure) were developed. Cortisol levels were measured in fish skin mucus and the values obtained were correlated with those obtained in serum from the same fish specimens and also in the water surrounding the fish. Concomitantly, the effect of these stressors on immunoglobulin M (IgM) and several enzymes related to immunity were also determined in the serum and skin mucus of gilthead seabream (Sparus aurata L.) in order to identify potential reliable, non-invasive stress bioindicators. Our results demonstrated that skin mucus and water are good non-invasive matrices for detecting and measuring cortisol in stressed fish. Interestingly, a time lag in cortisol levels between serum, skin mucus and the surrounding water was detected. While IgM levels and protease activity were affected by all the stressors in serum and skin mucus, peroxidase activity increased in both matrices but only in fish exposed to acute crowding. The present findings could be relevant for fish aquaculture and underline the importance of skin mucus not only for assessing fish immune status but also for acting as a potential fish stress biomarker. Some of the studied enzymes could be used as biomarkers not only of fish stress in general, but also for understanding the type of stress suffered by the fish.