Understanding the maintenance of individual behavioural variation (or animal personalities) in populations, and predicting its consequences, are key challenges in behavioural ecology. As individuals vary in their phenotype and experienced environment, they may experience different selective pressures favouring different optimal behaviours. Studying the (genetic) association between repeatable behaviour and other traits under selection may shed light on these selective pressures. We used the model snail Cepaea nemoralis to examine whether individual behavioural variation is associated with variation in shell morph, a key trait that has been extensively studied in relation to 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 contrasted thermal environments. We show that there are animal personalities in C. nemoralis, as both behaviours were repeatable at the individual level. Behavioural variation was associated with shell morph, with the darker morph (five-banded) being consistently shyer and slower to explore. There was no evidence that experienced thermal environment influenced behaviour at the individual level, whether we considered past environment or experimental temperature. Boldness and exploration were correlated at the individual level in a common syndrome. We discuss how these results are compatible with (but do not confirm) the pace of life syndrome hypothesis, and what they tell us about the type of selection exerted by predators. We also detail how our results hint to a genetic link between shell morph and behaviour, and the evolutionary implications of such a link. Finally, we discuss how our results combined with decades of evolutionary research make C. nemoralis a very valuable model to study the evolution of behaviour in response to environmental changes.