Animal personality has been linked to individual variation in both stress physiology and social behaviors, but few studies have simultaneously examined covariation between personality traits, stress hormone levels, and behaviors in free-living animals. We investigated relationships between exploratory behavior (one aspect of animal personality), stress physiology, and social and foraging behaviors in wild house finches (Haemorhous mexicanus). We conducted novel environment assays after collecting samples of baseline and stress-induced plasma corticosterone concentrations from a subset of house finches. We then fitted individuals with Passive Integrated Transponder tags and monitored feeder use and social interactions at radio-frequency identification equipped bird feeders. First, we found that individuals with higher baseline corticosterone concentrations exhibit more exploratory behaviors in a novel environment. Second, more exploratory individuals interacted with more unique conspecifics in the wild, though this result was stronger for female than for male house finches. Third, individuals that were quick to begin exploring interacted more frequently with conspecifics than slow-exploring individuals. Finally, exploratory behaviors were unrelated to foraging behaviors, including the amount of time spent on bird feeders, a behavior previously shown to be predictive of acquiring a bacterial disease that causes annual epidemics in house finches. Overall, our results indicate that individual differences in exploratory behavior are linked to variation in both stress physiology and social network traits in free-living house finches. Such covariation has important implications for house finch ecology, as both traits can contribute to fitness in the wild.