Animal personalities have been studied extensively in the last decade. It is still not entirely understood, however, how different personalities evolve and persist. The social niche specialization hypothesis suggests that in group-living animals the combination of social conflicts and alternative options on how to deal with them are of key importance for the development and evolution of animal personality. Here we predicted that, following the social niche specialization hypothesis, a more social species should have more pronounced personality differences. We tested this prediction using four species of shrews that differ in ecology and sociability. Three species (Neomys fodiens, Sorex araneus and Sorex minutus) are strictly solitary outside the breeding season; the fourth species (Neomys anomalus) is intraspecifically more tolerant and able to live in groups. These four species offer a good model to assess our questions as N. anomalus can, in many other respects (e.g. body size, habitat, foraging mode), be considered as an ‘in-between’ species. We tested individuals of all species for their solitary activity and their activity and agonistic behaviour in within- and between-species dyadic encounters. We found that individuals of N. anomalus, but not the other species tested, showed consistent behavioural variation in agonistic behaviour. Consistent individual differences in activity were, however, also present in other species and activity was further correlated between the different contexts in all tested species. Finding more pronounced personality differences in N. anomalus than in the other, less sociable species supports the hypothesis that social niche specialization can influence the evolution of animal personalities.