Personality defined as individual differences in behavioural traits, which are consistent through time and across situations, has been observed among individuals of the same population in several animal groups. However, it is well known that as selective pressures may act upon behaviour, they can potentially drive differences in personality; in this sense, the breeding season may function as a promotor of differences between males and females that allow them to maximize their fitness. Nevertheless, results from studies comparing differences in personality between males and females are still non‐conclusive. Therefore, we aimed to test the presence of differences in personality between males and females during the breeding season by evaluating the consistency over time and across situations of three behavioural traits in the black‐bellied bunch grass lizard Sceloporus aeneus. We found that males were more risk‐prone and active than females, whereas aggression was similar between sexes. Personality traits were observed in both sexes throughout the breeding season; however, they were more consistent in females than in males. Specifically, personality in males is characterized by higher levels of activity, boldness and aggressiveness; whereas females behave more cautiously, although aggressively when confronted with other females. Our results suggest that the personality differences between males and females observed in Sceloporus aeneus may be expressed to secure individual current reproductive value, and to enhance their fitness success.