The pace-of-life syndrome (POLS) hypothesis for animal personality proposes that consistent individual differences in behaviour are associated with individual differences in life-history strategies. We tested predictions of this hypothesis in the superb fairy-wren, Malurus cyaneus, by investigating long-term individual differences in risk-related behaviours and survival. We found consistent differences between individuals in their behaviour in a novel environment test, a captive setting likely to be perceived by wild birds as highly risky. Individual differences were consistent over several years and bi-variate analyses showed a significant among-individual correlation (‘behavioural syndrome’) between exploration behaviour at two life stages (young adult and old adult). Furthermore, docility at the nestling stage predicted exploration behaviour of juveniles. Behavioural traits measured in a risky context were correlated with one another, forming a behavioural syndrome of coping strategies ranging from ‘proactive’ to ‘reactive’. Nestlings that were more active and exploratory in isolation were less docile during handling, while adults that entered the artificial environment fast were more exploratory, active, and aggressive in the artificial environment. Exploration behaviour increased within individuals as they aged and when they were in poorer condition, consistent with expectations of more risk-prone behaviour with lower residual reproductive value (reduced ‘asset protection’). Risk-related behaviour predicted the probability of apparent survival: more exploratory individuals were less likely to be present in the population twelve months later. Our findings suggest that, consistent with the predictions of the POLS hypothesis, individual variation in survival is associated with consistent individual differences in risk-related behaviour that are maintained long-term and span developmental boundaries.