Animal personalities range from individuals that are shy, cautious, and easily stressed (a ‘reactive’ personality type) to individuals that are bold, innovative and quick to learn novel tasks, but also prone to routine formation (a ‘proactive’ personality type). Although personality differences should have important consequences for fitness, their underlying mechanisms remain poorly understood. Here, we investigated how genetic variation in brain size affects personality. We put selection lines of large- and small-brained guppies (Poecilia reticulata), with known differences in cognitive ability, through three standard personality assays. First, we found that large-brained animals were faster to habituate to, and more exploratory in, open field tests. Large-brained females were also bolder. Second, large-brained animals excreted less cortisol in a stressful situation (confinement). Third, large-brained animals were slower to feed from a novel food source, which we interpret as being caused by reduced behavioral flexibility rather than lack of innovation in the large-brained lines. Overall, the results point towards a more proactive personality type in large-brained animals. Thus, this study provides the first experimental evidence linking brain size and personality, an interaction which may affect important fitness-related aspects of ecology such as dispersal and niche exploration.