After providing an extension of the Slepian-Bangs formula for general non-circular complex Gaussian distributions, this paper focuses on the stochastic Cramer-Rao bound (CRB) on direction of arrival (DOA) estimation accuracy for non-circular sources. We derive an explicit expression of the CRB for DOA parameters alone in the case of non-circular complex Gaussian sources by two different methods. One of them consists in computing the asymptotic covariance matrix of the maximum likelihood (ML) estimator, and the other is obtained directly from our extended Slepian-Bangs formula. Some properties of this CRB are proved and finally, it is numerically compared with the CRBs under circular complex Gaussian and complex discrete distributions of sources.