The cognitive mechanisms causing intraspecific behavioural differences between wild and captive animals remain poorly understood. Although diminished neophobia, resulting from a safer environment and more "free" time, has been proposed to underlie these differences among settings, less is known about how captivity influences exploration tendency. Here, we refer to the combination of reduced neophobia and increased interest in exploring novelty as "curiosity", which we systematically compared across seven groups of captive and wild vervet monkeys (Chlorocebus pygerythrus) by exposing them to a test battery of eight novel stimuli. In the wild sample, we included both monkeys habituated to human presence and unhabituated individuals filmed using motion-triggered cameras. Results revealed clear differences in number of approaches to novel stimuli among captive, wild-habituated and wild-unhabituated monkeys. As foraging pressure and predation risks are assumed to be equal for all wild monkeys, our results do not support a relationship between curiosity and safety or free time. Instead, we propose "the habituation hypothesis" as an explanation of why well-habituated and captive monkeys both approached and explored novelty more than unhabituated individuals. We conclude that varying levels of human and/or human artefact habituation, rather than the risks present in natural environments, better explain variation in curiosity in our sample of vervet monkeys.