One of the main functions of exploratory behaviour is to gain information about the environment. The adaptive value of such behaviour should vary with ecological conditions influencing the diversity and stability of resources, as well as with the costs associated with gathering information. Consequently, predictions can be made about environmental factors influencing the evolution of exploration. We used comparative methods, combining a field experiment with literature data, to study correlated evolution between explorative behaviour and ecology among 13 species of Darwin's finches. Controlling for phylogenetic influences, we found that exploration (measured as the proportion of individuals responding in the experiment) increased with diet diversity and the amount of fruit in diet, consistent with theories stating that exploration aimed at finding new food types should be more beneficial for generalists than for specialists. However, our study is the first to demonstrate a correlation between neophilia and food diversity. Contrary to our prediction, species with a high percentage of concealed food in their diet were less explorative. A possible explanation for this novel finding is that in our study system concealed food may be a stable resource, and species using such resources should be less dependent on the discovery of new food types.