Previous research has shown that pre-parturient primiparous pigs (gilts) housed in behaviourally restrictive farrowing crates without straw redirect their nest-building behaviour to non-manipulable substrates such as the bars of the crate. These gilts also show elevated plasma adrenocorticotropic hormone (ACTH) and cortisol levels, particularly around the peak of nest-building activity, when compared to gilts in larger pens that have been provided with a manipulable substrate (straw). It remains unclear whether these behavioural and physiological responses to crating result from the lack of a suitable nesting substrate or from the restricted space. This study investigated the effects of space (crate [C] versus pen [P]) and straw (straw [S] versus no straw [NS]) using a 2 × 2 factorial design. Thirty-four gilts were implanted with an indwelling jugular catheter at around 12 days before parturition. They were moved to one of the four environments five days before parturition, and blood sampling and recording of behaviour were carried out during the pre-parturient period. Penned gilts (P), irrespective of straw availability, spent more time standing and walking and performed more total substrate-directed behaviour than crated (C) gilts. When straw was not available to penned gilts, a large proportion of their substrate-directed behaviour was redirected to the floor. Space also had an effect on ACTH and cortisol levels across the entire pre-parturient phase, with C gilts having higher levels than (P) gilts irrespective of straw availability, but particularly so at the peak of nest-building activity. There was no effect of straw on ACTH or cortisol levels. Overall, it appears that increased space, perhaps through allowing locomotion, increases substrate-directed behaviour of pre-parturient gilts. When space is available but straw is absent, pre-parturient gilts redirect their nest-building behaviour to the floor. The ability to express substrate-directed behaviour as a result of increased space is reflected in lower levels of indicators of physiological stress.