Stress coping style (SCS) is defined as a coherent set of individual physiological and behavioural differences in stress responses that are consistent across context and over time. SCS in fish has been studied, including because it has direct implications for aquaculture productivity and welfare. The fish physiological responses upon stress between different SCS are overall well known. In contrast, the basal level of the physiological indicators of stress and welfare are understudied. Therefore, the purpose of our study was to investigate the relationship between SCS and the basal levels of stress, health and welfare indicators of sea breams (Sparus aurata). To this end, we first screened the fish SCS, by measuring the boldness behaviour of fish during both risk-taking and hypoxia tests. The tests were each run two times to evaluate the behavioural consistency over time (7 days). One week after the last behavioural measurement, a blood sample was taken to measure the basal level of several physiological stress indicators. We observed that the behavioural response in the hypoxia test was not consistent over time, while the behavioural response was consistent in the risk-taking test. Moreover, no behavioural consistency was observed between these two tests. Among fish that exited the safe area during risk taking test, bolder individuals displayed lower basal levels of cortisol, noradrenaline, and lactate while no correlation was found between physiological parameters and the behavioural response in the hypoxia test. In conclusion, the risk-taking test seems more appropriate for screening SCS in sea bream because the behavioural response is consistent over time. In addition, this behavioural response is linked with the basal level of the stress hormones (cortisol, noradrenaline, and lactate). This study contributes to bring new information about the link between behaviour and resting physiology of SCS.