Understanding the maintenance of among‐individual behavioral variation in populations and predicting its consequences are key challenges in behavioral ecology. Studying the association between repeatable behaviors and other traits under selection may shed light on the underlying selective pressures. We used the model snail Cepaea nemoralis to examine whether individual behavior is associated with shell morph, a key trait that has been extensively studied in the context of thermal tolerance and predator avoidance, and which is known to be under strict genetic control in this species. We quantified proxies of boldness and exploration in snails of three morphs coming from two habitats with different thermal contexts. We show that both behaviors were repeatable at the among‐individual level (within‐state Rboldness = 0.22 [95% credible interval: 0.15; 0.29]; Rexploration = 0.20 [0.15; 0.25]). Behavior was associated with shell morph, with the darker morph (five‐banded) being consistently shyer and slower to explore. There was no evidence that thermal environment of origin influenced behavior. Snails became faster when test temperature increased; we found no evidence morphs differed in their thermal response. Boldness and exploration were correlated among individuals, forming a syndrome (r = 0.28 [0.10; 0.46]). The link we find between morph and boldness is compatible with visual selection by avian predators, assuming a positive association between boldness and morphological defense (phenotypic compensation hypothesis). The fact morph‐behaviors associations are consistent across environments, despite selection on morph, hint to a possible underlying genetic origin. Finally, we discuss how our findings combined with decades of evolutionary research make C. nemoralis a very valuable model to study the evolution of behavior in response to environmental changes.