Captive breeding programmes offer a method for preventing the extinction of threatened species, but often have difficulty establishing self-sustaining populations and generating individuals for release. This difficulty can arise because behaviour of captive-reared animals differs from wild animals. Whilst the effect of captivity on animal behaviour has been widely reported, few studies have explicitly compared differences between captive-reared and wild-caught animals. Even fewer have examined behavioural types (a composition of behavioural traits) displayed in novel environments, which is particularly relevant for determining reintroduction success. Further, the transgenerational effects on behavioural type, and potential differences between sexes in response to captivity, remain almost completely unknown. Using house mouse (Mus musculus) as a model for small mammals, we tested whether behavioural types displayed in a novel environment differed between captive-reared and wild-caught animals. In addition, it was tested whether behavioural types were subject to transgenerational effects in captivity, and whether there were sex-specific differences in behavioural types. We used an open field test to simulate a novel environment. Captive-reared mice were found to differ in their boldness and activity behavioural type compared to their wild-caught mice (p<0.001). There was marginal evidence for transgenerational effects on behavioural type in captivity, but three behavioural traits displayed a shift away from wild behaviours (% Time active: p<0.001; % Time mobile: p=0.004; Centre: maximum speed: p=0.004). Furthermore, behavioural types of individuals in captivity did not differ depending on sex (F0: p=0.161; F1: p=0.665), however behavioural type did differ between wild-caught females and males (p=0.015). These findings suggest that captivity can result in behavioural changes and loss of sex-specific behaviours. In addition, phenotypic plasticity may have a significant influence on behavioural type. This knowledge may be critical for developing methods to improve small mammal reintroduction programmes.