Behaviour in novel environments is influenced by the conflicting motivators fear and curiosity. Because changes in both of these motivational processes are often simultaneously involved in human affective disorders, we have developed the exploration box test which allows separation of animals belonging to clusters with inherent high neophobia/low motivation to explore and low neophobia/high motivation to explore (LE and HE, respectively). In a novel home-cage, no behavioural differences were found between LE- and HE-rats, suggestive that it is not the general locomotor activity but specific features of the exploration box test that bring about the differences. In studies on both Wistar and Sprague–Dawley rats we found that the trait of exploratory activity remains stable over long periods of time and that LE and HE animals display differences in many other behavioural tests related to mood disorders. Namely, LE animals were found to display enhanced anxiety-like behaviour and to be generally less active in the elevated plus-maze, used more passive coping strategies in the forced swimming test, and acquired a more persistent association between neutral and stressful stimuli in fear conditioning test. LE animals consumed more sucrose solution in non-deprived conditions. We also found that both at baseline and in response to d-amphetamine (0.5 mg/kg) administration, LE-rats had lower extracellular dopamine levels in striatum but not in nucleus accumbens. In conclusion, LE-rats appear more inhibited in their activity in typical animal tests of anxiety and are more susceptible to acute stressful stimuli.