While the importance of personality in explaining individual dispersal strategies is increasingly recognized, limited information is still available on how patterns of personality-dependent dispersal may develop, hampering our understanding of the ecological significance of behavioural dispersal syndromes. Here, we examine the relative importance of personality at different stages of dispersal in the great tit, by analysing the sex-specific relationship between exploratory behaviour (EB; quantified in a novel environment) and dispersal distances in different seasons over the course of the first year of life (summer, autumn, winter, and until the first breeding attempt). In females, we found that EB was an important predictor of dispersal distances in summer and autumn, but only a weak to moderate correlation remained for females captured in winter or for natal dispersal distances based on first breeding records. We obtained a contrasting pattern at the population level, whereby male (but not female) immigrants captured in summer and autumn had higher EB scores than locally born birds, while this was not the case in birds captured in winter and those recruited as breeders into the population. In addition to providing further evidence for the existence of a behaviour dispersal syndrome in birds, our results show that correlations between EB and dispersal appear strongest at the early stages of the dispersal process, rather than being developed gradually. These findings show the importance of analysing the effect of phenotypic attributes on dispersal across different stages of the dispersal phenomenon and in each sex separately.