A major challenge in behavioural and evolutionary ecology is to understand the evolution and maintenance of consistent behavioural differences among individuals within populations, often referred to as animal ‘personalities’. Here, we present evidence suggesting that sexual selection may act on such personality differences in zebra finches (Taeniopygia guttata), as females seem to choose males on the basis of their exploratory behaviour per se, while taking into account their own personality. After observing a pair of males, whose apparent levels of exploration were experimentally manipulated, females that exhibited low-exploratory tendencies showed no preference during mate choice for males that had appeared to be either ‘exploratory’ or ‘unexploratory’. In contrast, intermediate and highly exploratory females preferred apparently exploratory males over apparently unexploratory ones. Our results suggest that behavioural or genetic compatibility for personality traits might be important for mate choice, at least for exploratory individuals.