Among European breeding birds, those wintering in the Sahel region have undergone a sustained and severe decline. Long-term data show that variation in primary production of the Sahelian staging area significantly affects survival of many species, a relationship probably mediated by trophic resource availability. However, the physiological, hormonal and behavioural responses underlying this relationship remain unexplored. We present a potential explanation for the importance of prevailing conditions during winter to understand the population ecology and current trends of migratory species. We measured corticosterone levels in feathers of Egyptian vultures Neophron percnopterus grown in Africa and Europe, showing how conditions faced by birds during wintering periods result in the release of more corticosterone over time than when those individuals were on their summering grounds. This pattern was concordant with home-range size differences (c. 33 times larger in Africa than in Europe). We suggest that as wintering habitat of Egyptian vultures in the Sahel region has degraded during recent times, food availability has also been reduced. An increase in corticosterone during winter with a consequent increase in locomotor activity, for example, food searching behaviour, may normally be adaptive. However, enlarging home ranges could be futile if conditions are not better in the dispersal area, and costs of the higher corticosterone level, including energy expenditure from enhanced activity, may pose a significant trade-off. These physiological responses may be characteristic of other European trans-Saharan migrant birds that have undergone significant population declines.