Salivary immunoglobulin A (sIgA) has been proposed as a potential indicator of welfare for various species, including Asian elephants, and may be related to adrenal cortisol responses. This study aimed to distinguish circadian rhythm effects on sIgA in male and female Asian elephants and compare patterns to those of salivary cortisol, information that could potentially have welfare implications. Subjects were captive elephants at an elephant camp in Chiang Mai province, Thailand (n = 5 males, 5 females). Salivette® kits were used to collect saliva from each elephant every 4 h from 06:00 to 22:00 h for 3 consecutive days (n = 15 samples/elephant). Enzyme immunoassays were used to quantify concentrations of IgA and cortisol in unextracted saliva. Circadian rhythm patterns were determined using a generalized least-squares method. Both sIgA and cortisol followed a circadian rhythm, although the patterns differed. sIgA displayed a daily quartic trend, whereas cortisol concentrations demonstrated a decreasing linear trend in concentrations throughout the day. There was no clear relationship between patterns of sIgA and salivary cortisol, implying that mechanisms of control and secretion differ. Results demonstrate for the first time that circadian rhythms affect sIgA, and concentrations follow a daily quartic pattern in Asian elephants, so standardizing time of collection is necessary.