According to the neophobia threshold hypothesis, species with greater dietary specialization should be less exploratory. Few studies have measured the repeatability of exploration behaviour of individually marked animals in the wild, so we lack a robust test of the neophobia threshold hypothesis. We tested this hypothesis with six land bird species, including four Darwin’s finches, in a species assemblage renowned for its foraging diversity. First, we tested whether colour-banded individuals showed consistent exploration behaviour across two different contexts: (1) in response to a novel environment, during short-term captivity, and (2) in response to a novel object in the field. Second, to test the predictions of the neophobia threshold hypothesis, we correlated foraging diversity for each species (calculated using the Shannon diversity index) against its mean exploration score. Our results confirmed that our two measures of exploration were significantly correlated – that is, exploration behaviour was consistent across contexts. As predicted, more exploratory species also had a broader foraging niche breadth. These findings are consistent with the neophobia threshold hypothesis and suggest that behavioural differences among sympatric species may result in the differentiation of foraging niches. From a conservation management perspective, such insights may be important when planning translocation programs to consider prevailing resource distribution and individual foraging and exploration phenotypes.