Although locomotor performance and behaviour are closely linked to survival in many wild animals, our understanding of the potentially important co-adaptations between locomotor performance and behaviour is still limited. Our objective was to quantify the among-individual correlation (rind) and within-individual correlation (re) between locomotor performance and personality traits in wild eastern chipmunks (Tamias striatus). We repeatedly measured sprint speed, docility, and exploration behaviour and found that all traits were significantly repeatable. Sprint speed was not correlated with docility and time spent in the centre of the open field. However, sprint speed was significantly and negatively correlated with distance moved in the open field at both the among-individual (rind = − 0.59) and the within-individual (re = − 0.54) levels. Thus, individuals with high locomotor performance are less explorative in a novel environment, which is somewhat counter-intuitive and opposite to the predictions generated by the pace-of-life syndrome and the “phenotypic compensation” hypotheses. Our results suggest that sprint speed and exploratory behaviour are co-specialised traits as they can reinforce each other’s effects in reducing predation risk. In refuging species such as chipmunks (i.e. individuals have to leave a refuge to forage), low exploration levels may reduce exposure to predators and high sprint speed may further reduce the probability of capture given an encounter with a predator. Thus, looking at how locomotor performance and behaviour interact and contribute to fitness is key to understanding the multivariate architecture of—and co-adaptations among—ecologically relevant complex phenotypes.