Stress research has been dominated by a circular type of reasoning that occurrence of a stress response is bad. Consequently, the stimulus is often interpreted as stressful in terms of aversiveness involving uncontrollability and unpredictability, which may have maladaptive and pathological consequences. However, the hypothalamic–pituitary–adrenal (HPA) axis and sympathico-adrenomedullary (SAM) system are not only activated in response of the organism to challenges, but also prepare and support the body for behavior. Therefore, a considerable part of the physiological and hormonal responses to a certain situation can be a direct reflection of the metabolic requirements for the normal ongoing behavioral activity, rather than of the stressful nature. In order to clarify this, behavioral, physiological, hormonal and electroencephalographic (EEG) responses to novel cage exposure were studied in male Sprague–Dawley rats. Forced confrontation with a novel cage has been interpreted as a psychological and aversive stressor. However, this interpretation is simply based on the occurrence of a stress response. This study aimed at detailed analysis of the time course of the novelty-induced responses. Different parameters were measured simultaneously in freely moving rats, which allowed correlational comparisons. Hereto, radio telemetry using a small implantable transmitter combined with permanent catheters and an automated blood sampling system was used. A camera placed above the cage allowed behavioral observations. The results show that novelty exposure induced significant increases in locomotor activity, heart rate, blood pressure and plasma corticosterone together with a complete lack of sleep as compared to the undisturbed control situation. The latency to reach significance and the duration of responses varied across parameters but all had recovered within 30 min after termination of novelty. The behavioral activity (locomotor activity and EEG wakefulness duration) response pattern was significantly correlated with that of heart rate, blood pressure and plasma corticosterone. Behavioral observations showed mainly explorative behavior in response to novelty. Therefore, the present results indicate that the novelty-induced physiological and hormonal responses are closely related to the ongoing, mainly explorative behavioral activity induced by novelty. An interpretation in terms of metabolic support of ongoing behavior seems to be more appropriate than the frequently used stress interpretation. The present study also emphasizes the added value of simultaneous assessment of behavioral, physiological and hormonal parameters under controlled, non-confounding conditions.