Potential mechanistic mediators of Darwinian fitness, such as stress hormones or sex hormones, have been the focus of many studies. An inverse relationship between fitness and stress or sex hormone concentrations has been widely assumed, although empirical evidence is scarce. Feathers gradually accumulate hormones during their growth and provide a novel way to measure hormone concentrations integrated over time. Using liquid chromatography–tandem mass spectrometry, we measured testosterone, corticosterone and cortisol in the feathers of house sparrows ( Passer domesticus ) in a wild population which is the subject of a long-term study. Although corticosterone is considered the dominant avian glucocorticoid, we unambiguously identified cortisol in feathers. In addition, we found that feathers grown during the post-nuptial moult in autumn contained testosterone, corticosterone and cortisol levels that were significantly higher in birds that subsequently died over the following winter than in birds that survived. Thus, feather steroids are candidate prospective biomarkers to predict the future survival of individuals in the wild.