First parturition cows have to cope with several changes in their social and physical environment that can compromise their welfare and health. In addition to being separated from their calves, they have to compete for eating and lying places with unknown and more experienced cows once they are introduced into the milking herd. The present study was aimed at to compare the social and maintenance behaviour, and plasma cortisol levels after an adrenocorticotropic (ACTH) hormone challenge test as a mean of assessing the level of stress, of first parturition cows with those of adult cows. Cows were observed during 178 h in a cubicle building where social and maintenance behaviour was recorded. An adrenal function test was carried out after the observation period to determine cortisol levels in plasma before and after ACTH injection. First parturition cows spent more time walking and lying out of the cubicle during a 24-h period and during the night than adult cows. Cortisol levels at 60 and 90 min after injection of ACTH were lower in adult cows than in first parturition individuals. In heifers, the proportion of time feeding during the day was negatively correlated with cortisol levels at 60 and 90 min after ACTH administration, and in multiparous cows the proportion of time lying out of the cubicles in a 24-h cycle and lying out during the night were positively correlated to cortisol levels at 60 minute after ACTH administration. This information is useful to understand more about chronic stress in first lactation cows when introduced to a new herd and to make recommendations of management procedures to reduce welfare problems in these individuals.