Many animals show behavioural syndromes (i.e. suites of correlated behaviours across multiple situations). These behavioural correlations, however, imply limitations in the behavioural plasticity of individuals when facing the trade-off between predation risk and starvation risk. Some models suggest that proactive animals prioritize the reduction of starvation risk, while reactive animals do the opposite. Therefore, fast explorers that are also bold (i.e. proactive) are assumed to pay a predation cost associated with their behavioural trait. However, it has recently been suggested that proactive individuals may be able to compensate for their higher risk of predation by adopting some antipredator behaviours. In this study we tested these two alternative hypotheses with wild wintering Eurasian siskins, Carduelis spinus, foraging at artificial feeders. Male siskins have a melanin-based black bib that has been found to be correlated with exploratory behaviour, aggressiveness and dominance, and therefore is a signal of proactivity. We found that male siskins with large black bibs uttered more distress calls upon capture and displayed a vigilance strategy that improved predator detection. Moreover, this vigilance strategy did not reduce food intake rate. These results show that proactive individuals are not reckless, but instead compensate for their personality trait with stronger antipredator behaviours, and thus, do not necessarily have to pay a predation cost. Our results support the view of a positive relationship between eumelanism, proactive personality and the display of antipredator behaviours.