Behaviors toward heterospecifics and conspecifics may be correlated because of shared mechanisms of expression in both social contexts (nonadaptive covariation) or because correlational selection favors adaptive covariation. We evaluated these hypotheses by comparing behavior toward conspecifics and heterospecifics in brook stickleback (Culaea inconstans) from three populations sympatric with and three allopatric from a competitor, the ninespine stickleback (Pungitius pungitius). Behavioral traits were classified into three multivariate components: overt aggression, sociability, and activity. The correlation of behavior between social contexts for both overt aggression and activity varied among populations in a way unrelated to sympatry with ninespine stickleback, while mean aggression was reduced in sympatry. Correlations in allopatric populations suggest that overt aggression and activity may genetically covary between social contexts for nonadaptive reasons. Sociability was rarely correlated in allopatry but was consistently correlated in sympatry despite reduced mean sociability, suggesting that correlational selection may favor a sociability syndrome in brook stickleback when they coexist with ninespine stickleback. Thus, interspecific competition may impose diversifying selection on behavior among populations, although the causes of correlated behavior toward conspecifics and heterospecifics and whether it can evolve in one social context independent of the other may depend on the type of behavior.