Zoos are often limited by exhibit design in the opportunities they can provide animals to express natural behaviors; however, the opportunity to perform certain natural behaviors is key to supporting good animal welfare. Traditionally, in zoos, naked mole rats (Heterocephalus glaber) are housed in gunite‐lined acrylic chambers that replicate the look of their tunnel systems in the wild but don't offer the opportunity for natural digging and tunnel construction behaviors. In this study, naked mole rat behavior was evaluated when providing two different presentations of movable substrate added on to the original exhibit—a tank with loose substrate and a dig pit with hard‐packed clay. We recorded 299 5‐min focal observations with 30‐s intervals and 30 group scans to understand behavioral changes across treatments (10 days of observation per treatment). Results were analyzed using Bayesian mixed models. Digging behavior emerged in both presentations of moveable substrate. A potential indicator of negative welfare, barrier‐directed behavior, decreased when the mole rats had access to the tank of loose substrate. A potential indicator of positive welfare, exploratory behavior, increased with access to the dig pit when the mole rats had the opportunity to build tunnels. Additionally, affiliative social interactions increased, and aggressive interactions decreased with access to either presentation of movable substrate. The observed changes in colony behavior demonstrate that captive naked mole rats readily exhibited the natural behaviors of digging and tunnel building when the opportunity was presented, and the habitat modification likely improved naked mole rat welfare.