A fundamental goal of stress research is to understand how individuals cope with challenges. Studies on a range of vertebrate species suggest that three groups of behaviour--affiliative, aggressive and self-directed behaviours--serve as coping strategies. To date, experimental studies of coping behaviour have tended to be conducted in captive conditions; the limited number of studies in free-ranging or wild settings have been observational in nature. We investigated coping behaviours in free-ranging female Barbary macaques (Macaca sylvanus) at Trentham Monkey Forest, UK, using an experimental playback approach to quantify subjects' responses to mildly aversive threat-grunts. Compared to silent control trials, playbacks of threat-grunts increased aggressive behaviours and one of the two self-directed behaviours examined (self-scratching). No such differences were seen for self-grooming, or for any affiliative behaviour. Elevations in the rate of one measure of aggression, lunging, were positively related to an average measure of adrenocortical activity (median faecal glucocorticoid metabolite levels over the study period). Evidence from females in a variety of Old World monkey species, including Barbary macaques, indicates that affiliative behaviours have an important role in coping with stressful events in the medium to longer term. Our results suggest that, in the short term, female Barbary macaques may use aggressive rather than affiliative behaviours in response to mild stress. These findings highlight the importance of considering how coping mechanisms may vary over time after a stressor, and how coping mechanisms relate to adrenocortical activity. Playback approaches like ours provide a powerful, flexible tool to explore issues such as this in free-ranging and wild animal populations.