Exploration of novel environments is key to building cognitive maps across species. While influential theories have highlighted curiosity as one of the primary drivers of exploratory behaviour, the relationship between curiosity and human spatial exploration is unknown. To address this, we designed a virtual reality paradigm in which participants rated their curiosity before - and interest after - exploring novel rooms (i.e., pre-room curiosity vs. post-room interest). We indexed the complexity of exploratory behaviour using roaming entropy for both spatial and head-direction movement. Our findings revealed a double dissociation, whereby pre-room curiosity states were associated with the magnitude of path roaming entropy (spatial exploration), and post-room interest states were associated with the magnitude of head-direction roaming entropy (visual exploration). These results provide novel evidence for a direct link between subjective feelings of curiosity and different facets of exploratory behaviour, providing insights into how curiosity motivates the formation of cognitive maps.