Despite a growing body of evidence linking personality to life-history variation and fitness, the behavioural mechanisms underlying these relationships remain poorly understood. One mechanism thought to play a key role is how individuals respond to risk. Relatively reactive and proactive (or shy and bold) personality types are expected to differ in how they manage the inherent trade-off between productivity and survival, with bold individuals being more risk-prone with lower survival probability, and shy individuals adopting a more risk-averse strategy. In the great tit (Parus major), the shy–bold personality axis has been well characterized in captivity and linked to fitness. Here, we tested whether ‘exploration behaviour’, a captive assay of the shy–bold axis, can predict risk responsiveness during reproduction in wild great tits. Relatively slow-exploring (shy) females took longer than fast-exploring (bold) birds to resume incubation after a novel object, representing an unknown threat, was attached to their nest-box, with some shy individuals not returning within the 40 min trial period. Risk responsiveness was consistent within individuals over days. These findings provide rare, field-based experimental evidence that shy individuals prioritize survival over reproductive investment, supporting the hypothesis that personality reflects life-history variation through links with risk responsiveness.