Individuals frequently differ consistently from one another in their average behaviors (i.e. "animal personality") and in correlated suites of consistent behavioral responses (i.e. "behavioral syndromes"). However, understanding the evolutionary basis of this (co)variation has lagged behind demonstrations of its presence. This lag partially stems from comparative methods rarely being used in the field. Consequently, much of the research on animal personality has relied on "adaptive stories" focused on single species and populations. Here we used a comparative approach to examine the role of phylogeny in shaping patterns of average behaviors, behavioral variation, and behavioral correlations. In comparing the behaviors and behavioral variation for five species of Gryllid crickets we found that phylogeny shaped average behaviors and behavioral (co)variation. Variation in average exploratory behavior and response to cues of predator presence attributable to phylogeny was greater or comparable to the magnitude of "personality variation". Likewise, magnitudes of variation were concordant with evolutionary relationships and behavioral correlations were consistent across species. These results suggest that phylogenetic constraints play an important role in the expression of animal personalities and behavioral syndromes and emphasize the importance of examining evolutionary explanations within a comparative framework.