Bird populations exposed to different extrinsic conditions often differ in the responsiveness of the hypothalamo–pituitary–adrenal (HPA) axis and thus in corticosterone response that individuals mount when facing stressful events. However, the contribution of genetic variation to among-individual variability in HPA axis responsiveness across different environmental conditions is poorly understood. Melanin-based coloured types provide reliable phenotypic markers of alternative genotypes underlying stress coping styles. Large variations in melanin-based colouration are heritable in feral pigeons. We tested whether melanin-based colouration is associated with variation in corticosterone stress response in feral pigeons. To this end, we examined how corticosterone response varies both within and between differently coloured individuals across different environmental conditions. Differently coloured individuals produced different stress-induced corticosterone levels in relation to their environmental conditions: dark pigeons exhibited a higher corticosterone when originating from rural habitats, while this was not observed in pale pigeons. This suggests that among-population variation in stress response is higher in dark pigeons, this variation possibly reflecting adjustment and/or (epi)genetic adaptation to environmental conditions. In addition, corticosterone response increased with the degree of melanin-based colouration in pigeons originating from rural habitats but not in pigeons originating from more urbanized populations, resulting in the coexistence of alternative stress responses in some populations, but not in others. Our results suggest that species with melanin-based variation in differently urbanized populations along rural–urban gradients are potentially good candidate systems for studying stress coping styles under alternative selective regimes.