The role of olfaction for predation risk assessment remains barely explored in birds, although predator chemical cues could be useful in predator detection under low visibility conditions for many bird species. We examine whether Great Tits Parus major are able to use the odour of mustelids to assess predation risk when selecting cavities for roosting. We analysed whether the response to predator chemical cues is innate and assessed whether the antipredatory response is associated with exploratory behaviour, a proxy for the personality of birds. In a choice experiment in aviaries, we offered naïve adult Great Tits of known personality two nest-boxes, one control and one experimental. The experimental nest-box had the odour of a mustelid predator or a strong new odour without biological significance, the control nest-box contained no odour. When one of the cavities contained the odour of a predator, birds avoided the use of either of the two offered nest-boxes, whereas there was no avoidance of boxes when one of the nest-boxes contained a control odour. There was no relationship with exploratory behaviour. We show that the ability to use the chemical cues of predators is innate in birds, but individual differences in the response to predator chemical cues cannot be explained by the personality of the bird.