Research focusing on among-individual differences in behaviour (“animal personality”) has been blooming for over a decade. One of the central theories explaining the maintenance of such behavioural variation posits that individuals expressing greater “risky” behaviours should suffer higher mortality. Here, for the first time, we synthesize the existing empirical evidence for this key prediction. Our results did not support this prediction as there was no directional relationship between riskier behaviour and greater mortality; however there was a significant absolute relationship between behaviour and survival. In total, behaviour explained a significant, but small, portion (5.8%) of the variance in survival. We also found that risky (versus “shy”) behavioural types live significantly longer in the wild, but not in the laboratory. This suggests that individuals expressing risky behaviours might be of overall higher quality but the lack of predation pressure and resource restrictions mask this effect in laboratory environments. Our work implies that individual differences in behaviour explain important differences in survival but not in the direction predicted by theory. Importantly, this suggests that the models predicting survival trade-offs may need revision and/or empiricists may need to reconsider their proxies of risky behaviours when testing such theory.