Captive breeding of endangered species often aims at preserving genetic diversity and to avoid the harmful effects of inbreeding. However, deleterious alleles causing inbreeding depression can be purged when inbreeding persists over several generations. Despite its great importance both for evolutionary biology and for captive breeding programmes, few studies have addressed whether and to which extent purging may occur. Here we undertake a longitudinal study with the largest captive population of Cuvier's gazelle managed under a European Endangered Species Programme since 1975. Previous results in this population have shown that highly inbred mothers tend to produce more daughters, and this fact was used in 2006 to reach a more appropriate sex-ratio in this polygynous species by changing the pairing strategy (i.e., pairing some inbred females instead of keeping them as surplus individuals in the population). Here, by using studbook data we explore whether purging has occurred in the population by investigating whether after the change in pairing strategy a) inbreeding and homozygosity increased at the population level, b) fitness (survival) increased, and c) the relationship between inbreeding and juvenile survival, was positive. Consistent with the existence of purging, we found an increase in inbreeding coefficients, homozygosity and juvenile survival. In addition, we showed that in the course of the breeding programme the relationship between inbreeding and juvenile survival was not uniform but rather changed over time: it was negative in the early years, flat in the middle years and positive after the change in pairing strategy. We highlight that by allowing inbred individuals to mate in captive stocks we may favour sex-ratio bias towards females, a desirable managing strategy to reduce the surplus of males that force most zoos to use ethical culling and euthanizing management tools. We discuss these possibilities but also acknowledge that many other effects should be considered before implementing inbreeding and purging as elements in management decisions.