When individuals disperse, they modify the physical and social composition of their reproductive environment, potentially impacting their fitness. The choice an individual makes between dispersal and philopatry is thus critical, hence a better understanding of the mechanisms involved in the decision to leave the natal area is crucial. We explored how combinations of behavioural (exploration, mobility, activity and stress response) and morphological (body mass) traits measured prior to dispersal were linked to the subsequent dispersal decision in 77 roe deer Capreolus capreolus fawns. Using an unusually detailed multi-trait approach, we identified two independent behavioural continuums related to dispersal. First, a continuum of energetic expenditure contrasted individuals of low mobility, low variability in head activity and low body temperature with those that displayed opposite traits. Second, a continuum of neophobia contrasted individuals that explored more prior to dispersal and were more tolerant of capture with those that displayed opposite traits. While accounting for possible confounding effects of condition-dependence (body mass), we showed that future dispersers were less neophobic and had higher energetic budgets than future philopatric individuals, providing strong support for a dispersal syndrome in this species.