Animals are often confronted with environmental challenges and the way in which they cope with these challenges can have important fitness consequences. There is increasing evidence that individuals differ consistently in their reaction to the environment (personality traits). However, little is known about whether different life-styles (e.g., resident or migratory) influence personality traits and if so, in what manner. We compared neophobic and exploratory behaviours, both of which play an important role in personality traits, between two closely related species, the resident Sardinian warblers and the migratory garden warblers, at two different times during the year. Neophobia was tested by placing a novel object, a mop, beside the feeding dish and measuring the latency to feed (neophobia score). Exploration was tested by offering another novel object, a tube, attached to a perch at a neutral location and measuring latency to approach and investigate the tube (exploration score). Both tests were carried out at the end of the breeding season and repeated ten months later in spring. The Sardinian warblers showed consistent behavioural reactions over time. Furthermore, neophobia and exploration scores were negatively related. The garden warblers neither behaved consistently over time nor was there a correlation between neophobia and exploration. Overall, Sardinian warblers were less neophobic and more explorative than garden warblers. The different reactivity may be due to a different frequency distribution of the individuals of the two species along a reactivity axis. It can be concluded that the Sardinian warblers have personality traits. The situation is less clear in the garden warblers. Possibly, different life-styles require different organisation of behaviours.