We investigated how access to the vertical dimension influences the natural exploratory and foraging behaviour of rats. Using high-accuracy three-dimensional tracking of position in two- and three-dimensional environments, we sought to determine (i) how rats navigated through the environments with respect to gravity, (ii) where rats chose to form their home bases in volumetric space, and (iii) how they navigated to and from these home bases. To evaluate how horizontal biases may affect these behaviours, we compared a 3D maze where animals preferred to move horizontally to a different 3D configuration where all axes were equally energetically costly to traverse. Additionally, we compared home base formation in two-dimensional arenas with and without walls to the three-dimensional climbing mazes. We report that many behaviours exhibited by rats in horizontal spaces naturally extend to fully volumetric ones, such as home base formation and foraging excursions. We also provide further evidence for the strong differentiation of the horizontal and vertical axes: rats showed a horizontal movement bias, they formed home bases mainly in the bottom layers of both mazes and they generally solved the vertical component of return trajectories before and faster than the horizontal component. We explain the bias towards horizontal movements in terms of energy conservation, while the locations of home bases are explained from an information gathering view as a method for correcting self-localisation.