Polymorphisms in the dopamine receptor D4 gene (DRD4) have been related to individual variation in novelty-seeking or exploratory behaviour in a variety of animals, including humans. Recently, the human DRD4 orthologue was sequenced in a wild bird, the great tit (Parus major) and a single nucleotide polymorphism in exon 3 of this gene (SNP830) was shown to be associated with variation in exploratory behaviour of lab-raised individuals originating from a single wild population. Here we test the generality of this finding in a large sample of free-living individuals from four European great tit populations, including the originally sampled population. We demonstrate that the association between SNP830 genotype and exploratory behaviour also exists in free-living birds from the original population. However, in the other three populations we found only limited evidence for an association: in two populations the association appeared absent; while in one there was a nonsignificant tendency. We could not confirm a previously demonstrated interaction with another DRD4 polymorphism, a 15 bp indel in the promoter region (ID15). As yet unknown differences in genetic or environmental background could explain why the same genetic polymorphism (SNP830) has a substantial effect on exploratory behaviour in one population, explaining 4.5–5.8% of the total variance—a large effect for a single gene influencing a complex behavioural trait—but not in three others. The confirmation of an association between SNP830 genotype and personality-related behaviour in a wild bird population warrants further research into potential fitness effects of the polymorphism, while also the population differences in the strength of the association deserve further investigation. Another important future challenge is the identification of additional loci influencing avian personality traits in the wild.