How housing and transport conditions may affect welfare in porcine production is a leading topic in livestock research. This study investigated whether pigs present a different neurological response to management conditions and to ascertain whether pigs living partially outdoors cope differently with road transport-associated stress. Twenty-four female pigs were divided in two groups: one living indoors (ID, n = 12) and the other housed combining indoor conditions with 4 hours per day of outdoor pasture (OD, n = 12). After one month, one set of animals from each housing condition were driven in a truck to the slaughterhouse in low-stress conditions (5 min drive, no mixing groups, soft management, LS group, n = 12) or high-stress conditions (2 hours drive, mixing groups, harsh management, HS group, n = 12). At the slaughterhouse, blood was collected, and the prefrontal cortex (PFC) and the hippocampus (HC) dissected. OD pigs had lower serum haptoglobin and increased dopaminergic pathway (DA-system) in the PFC, suggesting that living outdoors increases their wellbeing. HS conditions increased serum creatine kinase (CK) and affected several brain pathways: activation of the noradrenergic (NA-system) and DA -system in the PFC and the activation of the DA-system and an increase in c-Fos as well as a decrease in brain-derived neurotrophic factor (BDNF) in the HC. The serotonergic system (5-HT-system) was mildly altered in both areas. There was an interaction between housing and transport in serum NA and the DA-system in the HC, indicating that living conditions affected the response to stress. Multivariate analysis was able to discriminate the four animal groups. In conclusion, this work indicates that housing conditions and road transport markedly modifies the neurophysiology of pigs, and suggests that animals raised partially outdoors respond differently to transport-associated stress than animals raised indoors, indicating that they cope differently with unknown environments.