Understanding the mechanisms underlying the movements and spread of a species over time and space is a major concern of ecology. Here, we assessed the effects of an individual's sex and the density and sex ratio of conspecifics in the local and neighboring environment on the movement probability of the banana weevil, Cosmopolites sordidus. In a “two patches” experiment, we used radiofrequency identification tags to study the C. sordidus movement response to patch conditions. We showed that local and neighboring densities of conspecifics affect the movement rates of individuals but that the density‐dependent effect can be either positive or negative depending on the relative densities of conspecifics in local and neighboring patches. We demonstrated that sex ratio also influences the movement of C. sordidus, that is, the weevil exhibits nonfixed sex‐biased movement strategies. Sex‐biased movement may be the consequence of intrasexual competition for resources (i.e., oviposition sites) in females and for mates in males. We also detected a high individual variability in the propensity to move. Finally, we discuss the role of demographic stochasticity, sex‐biased movement, and individual heterogeneity in movement on the colonization process.