Territoriality, spatial exploration and social hierarchy are strictly related behaviors in gregarious fishes, and are often under-appreciated in farms where the individuals are confined within crowded spaces. In this study, we investigated the role of spatial exploration, elucidating the importance of time upon forming the social organization, and the role of the territoriality in gilthead seabream (Sparus aurata), using two experimental approaches. In the first approach, three fish were placed sequentially in the aquarium with an interval of two days (sequential model), while in the second (simultaneous model), two fish were simultaneously placed in an aquarium divided by a barrier which was removed after a certain period of time. To study the effect of social stress and spatial perception in the two models, we monitored behavior (aggressive acts and feeding priority), integrated with the evaluation of physiological and cellular stress parameters, such as phagocytosis, cortisol, glucose, and blood osmolarity levels. After the establishment of the social hierarchy in the “sequential model”, we observed that the levels of cortisol and an immunological cell-mediated marker were higher in subordinate individuals than in the dominant ones. We observed a different modulation of phagocytic activity in peritoneal cavity cells between dominant and subordinates, demonstrating that social stress acts upon immune response. Differently from the first model, no behavioral, physiological, or phagocytic differences were found between the two fish involved in the simultaneous model, where both fish acted as co-dominants, defending their territory. The study achieved a deeper understanding of the role of spatial exploration, territorial dominance and intraspecific interaction in gilthead seabream, and elucidated the link between them and physiological stress indicators. The results highlight aspects of interest to the aquaculture industry, showing the importance of a greater focus on rearing conditions, finding solutions to mitigate crowding effects and promoting the quality of aquacultural products.