Consistent individual differences in behaviour, aka personality, pose several evolutionary questions. For example, it is difficult to explain within-individual consistency in behaviour because behavioural plasticity is often advantageous. In addition, selection erodes heritable behavioural variation that is related to fitness, therefore we wish to know the mechanisms that can maintain between-individual variation in behaviour. In this paper, we argue that whole genome expression data can reveal new insights into the proximate mechanisms underlying personality, as well as its evolutionary consequences. After introducing the basics of whole genome expression analysis, we show how whole genome expression data can be used to understand whether behaviours in different contexts are affected by the same molecular mechanisms. We suggest strategies for using the power of genomics to understand what maintains behavioural variation, to study the evolution of behavioural correlations and to compare personality traits across diverse organisms.