Urbanisation influences animal populations. The European red squirrel is a highly adaptive species and its urban populations differ in terms of spatial use, behaviour, diet, and decreased vigilance levels. In this study, we focused on behavioural differences in individual squirrels to compare their reaction to human presence in a very busy, urban park, where squirrels were supplementarily fed by park visitors. Squirrels were radio-tagged and followed for 2–9 months (5.5 months on average). When a squirrel was located, its activity (active/in a drey), position (ground/tree) and behaviour were recorded. In general, behavioural differences between individuals were found. Some squirrels spent most of their time on the ground and reacted positively to people (approached them and/or begged for food), while others were mainly arboreal and reacted to humans with alert or escape behaviours. This did not differ between sexes, but squirrels who spent more time in the trees occupied smaller core areas and with fewer nuclei. Chances of a positive reaction to humans were lower for squirrels that stayed in the trees, but higher for squirrels with larger core areas. It may be assumed that staying on the ground and approaching people is beneficial, as such squirrels are more likely to be offered food. However, to obtain food from park visitors, squirrels potentially needed to travel to park areas with the biggest visitor frequency (larger core areas). The observed behavioural changes were probably driven by different personality traits and/or intraspecific competition. To the best of our knowledge, this is the first study that focuses on the behaviour and feeding strategies of individual squirrels in urban conditions. If and how these behavioural differences affect squirrels’ personal attributes (such as their body condition or reproduction performance), as well as if these effects are consistent over time, should be investigated further.