Women living in socioeconomically disadvantaged neighbourhoods are at heightened risk of experiencing psychological stress. Therefore, identifying potential risk factors for stress is important to support positive mental health. A growing body of research has linked sedentary behaviour with mental ill-health (e.g., depression and anxiety); however, little research has specifically investigated potential linkages between sedentary behaviour and stress. Therefore, the aim of this study was to investigate the association between common types of sedentary behaviour and objectively-measured stress (as measured by hair cortisol levels) amongst women living in socioeconomically disadvantaged neighbourhoods. During 2012–2013, 72 women (aged 18–46 years) living in socioeconomically disadvantaged neighbourhoods self-reported sedentary behaviour (TV viewing, computer use, overall sitting time) and provided hair samples. Hair cortisol levels were measured using enzyme-linked immunosorbent assay. Linear regression models examined cross-sectional associations between sedentary behaviour and hair cortisol levels. There was no association between any type of sedentary behaviour (TV viewing, computer use, or overall sitting time) and hair cortisol levels in either crude or adjusted models. Sedentary behaviour may not be linked to hair cortisol level (stress) in women living in socioeconomically disadvantaged neighbourhoods. Further studies utilising objective measures of both sedentary behaviour and stress are required to confirm these findings.