Fear is a common behavioral problem in dogs. In this paper, we studied the association between behavioral and physiological responses in two potentially fear-eliciting situations. The aim was to establish whether it is possible to separate dogs of the collie breed that are fearful of floors and gunshots from those that are not by studying changes in heart rate and hematocrit, plasma cortisol, progesterone, testosterone, vasopressin, and β-endorphin concentrations. Thirteen privately owned male dogs of the collie breed were studied during a floor test, using different types of floors, and a subsequent gunshot test. Seven of the dogs were identified as being fearful of floors and six were declared as fearless. Out of the 13 dogs, seven were fearful of gunshots and six were fearless of gunshots. Since fear of floors, did not always occur concomitantly with fear of gunshots, there were consequently four different groups of dogs. The heart rate increased during the floor test in all groups, but dogs that were fearful of floors had higher heart rates than dogs that were fearless of floors. Dogs that were fearful of gunshots had higher heart rates, higher hematocrit levels and higher plasma concentrations of cortisol, progesterone, vasopressin, and β-endorphins during the gunshot test than did dogs that were found to be fearless of gunshots. Plasma cortisol and progesterone increased drastically during the gunshot test in dogs identified as being fearful of gunshots. In fearful dogs, the testosterone concentration increased after completion of the floor test and before the gunshot test started, but there were no significant differences in testosterone between the groups. Since dogs fearful of gunshots had increased levels of several physiological parameters, the results demonstrated that this fear is a serious stress for the individual, a fear which it is possible to register with physiological variables.