Correlations between behavioural traits constrain animals to a limited range of behavioural choices and set a limit to the available variation in behavioural phenotype of a population. These constraints are especially important during stressful situations, potentially limiting the ability to cope with stress appropriately. As yet, very little consideration has been given to a possible role for sexual selection in maintaining differences in behavioural stability within individuals: sex-specific differences in behavioural correlations have been seldom studied, especially in the wild. In this field study, we investigated associations between neophobia (latency to enter nest in the presence of a novel object), nest defence (response to a model predator) and breathing rate in response to handling in breeding pied flycatchers (Ficedula hypoleuca). We did not find any significant difference in antipredator responses between males and females, which indicates low sexual conflict over parental care in the pied flycatcher. However, females were more neophobic than males, while males and females did not differ in their breathing rates. Further, our study demonstrated a strong positive correlation between nest defence behaviour and neophobia in male, but not in female pied flycatchers. Males that defended their nest more had lower breathing rate and higher latency to resume nestling feeding after encountering a predator decoy than males that mobbed less intensely. We found only weak evidence that nest partners might affect each other's behaviour in these contexts.