We investigated whether individual great tits, Parus major, vary consistently in their exploratory behaviour in a novel environment and measured the repeatability and heritability of this trait. Wild birds were caught in their natural habitat, tested in the laboratory in an open field test on the following morning, then released at the capture site. We measured individual consistency of exploratory behaviour for recaptured individuals (repeatability) and estimated the heritability with parent–offspring regressions and sibling analyses. Measures of exploratory behaviour of individuals at repeated captures were consistent in both sexes and study areas (repeatabilities ranged from 0.27 to 0.48). Exploration scores did not differ between the sexes, and were unrelated to age, condition at fledging or condition during measurement. Heritability estimates were 0.22–0.41 (parent–offspring regressions) and 0.37–0.40 (sibling analyses). We conclude that (1) consistent individual variation in open field behaviour exists in individuals from the wild, and (2) this behavioural variation is heritable. This is one of the first studies showing heritable variation in a behavioural trait in animals from the wild, and poses the question of how this variation is maintained under natural conditions.