We propose a stochastic model in evolutionary game theory where individuals (or subpopulations) can mutate changing their strategies randomly (but rarely) and explore the external environment. This environment affects the selective pressure by modifying the payoff arising from the interactions between strategies. We derive a Fokker-Plank integro-differential equation and provide Monte-Carlo simulations for the Hawks vs Doves game. In particular we show that, in some cases, taking into account the external environment favors the persistence of the low-fitness strategy.