The study of heterozygosity-fitness correlations (HFCs) has a long history in the fields of ecology and evolutionary biology but remains controversial. Recently, it has been shown that the genetic distance of markers from functional loci can be an important factor to be considered in addition to marker numbers and variability. In this study, we investigated the correlation between individual heterozygosity and behaviour (aggression, boldness and feeding activity) in nine-spined stickleback (Pungitius pungitius) individuals originating from four populations in two contrasting environments. Offspring of full-sib families raised in a common garden setting were assessed for behaviour and genotyped using 84 microsatellite markers that were either located within or near behaviourally or physiologically important genes (termed ‘functional’) or were randomly selected. No associations were detected with any behavioural trait in any population or over all populations when genetic variability was measured using all 84 markers combined. However, when the markers were separated into three functional categories (behavioural, physiological and random), several significant associations were observed both with functional markers and random markers in one of the four populations assessed. Interestingly, contrasting correlations with behaviour were observed when using physiological gene (negative) and random (positive) markers. Upon dividing the physiological gene markers into further subcategories based on their specific physiological functions, a strong relationship between the heterozygosity of markers linked to osmoregulation-related genes, and behaviour was revealed in the brackish water population. Our results indicate that both local (physiological) and general (neutral) effects are important in shaping behaviour and that heterozygosity–behaviour correlations are population dependent.