Individual differences in behavior may strongly shape life-history trajectories. However, few empirical studies to date have investigated the link between behavioral traits and fitness, especially in wild populations. We measured the impact of coping style in female roe deer (Capreolus capreolus) on early survival of their offspring. Specifically, we expected offspring of proactive mothers, which should be more mobile and aggressive, to survive better than those of reactive females, which should be more passive and react less in stressful contexts. To test this prediction, we accounted for confounding effects of variation in early survival linked to habitat heterogeneity, as we also expected bed-site selection to impact fawn survival. Fawn survival was highly dependent on the interaction between habitat use and the coping style of the mother. As expected, fawns of proactive mothers survived better in open habitats. However, unexpectedly, fawns of reactive mothers had the highest survival in closed habitats. Our findings provide clear evidence that interindividual differences in the coping style of the mother can markedly impact early offspring survival and, thereby, female fitness, in wild populations of mammals. Moreover, we provide evidence that fitness consequences of copying styles are habitat-dependent, providing a possible mechanism for the maintenance of within-population variation in behavior.