The comprehensive understanding of individual variation in behavioural profiles is a current and timely topic not only in behavioural ecology, but also in biopsychological and biomedical research. This study focuses on the shaping of behavioural profiles by the social environment in mammals. We review evidence that the shaping of behavioural profiles occurs from the prenatal phase through adolescence and beyond. We focus specifically on adolescence, a sensitive phase during which environmental stimuli have distinctive effects on the modulation of behavioural profiles. We discuss causation, in particular, how behavioural profiles are shaped by social stimuli through behavioural and neuroendocrine processes. We postulate a central role for maternal hormones during the prenatal phase, for maternal behaviour during lactation and for the interaction of testosterone and stress hormones during adolescence. We refer to evolutionary history and attempt to place developmental shaping into broader evolutionary historical trends. Finally, we address survival value. We argue that the shaping of behavioural profiles by environmental stimuli from the prenatal phase through adolescence represents an effective mechanism for repeated and rapid adaptation during the lifetime. Notably, the adolescent phase may provide a last chance for correction if the future environment deviates from that predicted in earlier phases.