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Behavioural traits that co-vary across contexts or situations often reflect fundamental trade-offs which individuals experience in different contexts (e.g. fitness trade-offs between exploration and predation risk). Since males tend to experience greater variance in reproductive success than females, there may be considerable fitness benefits associated with “bolder” behavioural types, but only recently have researchers begun to consider sex-specific and life-history strategies associated with these. Here we test the hypothesis that male three-spined sticklebacks (Gasterosteus aculeatus) show high risk but potentially high return behaviours compared to females. According to this hypothesis we predicted that male fish would show greater exploration of their environment in a foraging context, and be caught sooner by an experimenter than females. We found that the time fish spent out of cover exploring their environment was correlated over two days, and males spent significantly more time out of cover than females. Also, the order in which fish were net-caught from their holding aquarium by an experimenter prior to experiments was negatively correlated with the time spent out of cover during tests, and males tended to be caught sooner than females. Moreover, we found a positive correlation between the catch number prior to our experiments and nine months after, pointing towards consistent, long-term individual differences in behaviour.