In recent years, the noninvasive monitoring of steroid hormone metabolites in feces of mammals and droppings of birds has become an increasingly popular technique. It offers several advantages and has been applied to a variety of species under various settings. However, using this technique to reliably assess an animal's adrenocortical activity is not that simple and straightforward to apply. Because clear differences regarding the metabolism and excretion of glucocorticoid metabolites (GCMs) exist, a careful validation for each species and sex investigated is obligatory. In this review, general analytical issues regarding sample storage, extraction procedures, and immunoassays are briefly discussed, but the main focus lies on experiments and recommendations addressing the validation of fecal GCM measurements in mammals and birds. The crucial importance of scrutinizing the physiological and biological validity of fecal GCM analyses in a given species is stressed. In particular, the relevance of the technique to detect biologically meaningful alterations in adrenocortical activity must be shown. Furthermore, significant effects of the animals' sex, the time of day, season, and different life history stages are discussed, bringing about the necessity to seriously consider possible sex differences as well as diurnal and seasonal variations. Thus, comprehensive information on the animals' biology and stress physiology should be carefully taken into account. Together with an extensive physiological and biological validation, this will ensure that the measurement of fecal GCMs can be used as a powerful tool to assess adrenocortical activity in diverse investigations on laboratory, companion, farm, zoo, and wild animals.