Coping styles consist of a coherent set of individual physiological and behavioral differences in stress responses that are consistent across time and context. Such consistent inter-individual differences in behavior have already been shown in European sea bass (Dicentrarchus labrax), but the associated mechanisms are still poorly understood. Here, we combine physiological measurements with individual behavioral responses in order to characterize coping styles in fish. Fish were tagged and placed in a tank for group risk-taking tests (GRT) at 8 months of age to evaluate boldness using the proxy latency of leaving a sheltered area towards an open area. A subsample of these fish were individually challenged 16 months later using an open field test (OFT), in which the boldness was assessed after being placed in a shelter within an open arena. Latency to exit the shelter, time spent in the shelter, and distance travelled were recorded for this purpose. The blood and brain were then collected to evaluate plasma cortisol concentration and neurotransmitter levels (dopamine, norepinephrine, serotonin, and related metabolites), as well as brain transcription of key genes involved in stress axis regulation (gr1, gr2, mr, crf), neurogenesis (neurod1, neurod2, pcna), and neuronal development (egr1). Fish acting bolder in the GRT were not necessarily those acting bolder in the OFT, highlighting the relatively low consistency across different types of tests performed with a 16-months interval. There was, however, a significant correlation between stress markers and boldness. Indeed, mRNA levels of mr, crf, gr2, egr1, and neurod2, as well as norepinephrine levels were higher in shy than bold fish, whereas brain serotonergic activity was lower in shy fish. Overall, our study highlights the fact that boldness was not consistent over time when testing context differed (group vs. alone). This is in agreement with previous literature suggesting that social context play a key role in boldness measurement and that the particular life history of each individual may account in shaping the personality fate of a fish.