Camouflage can often be enhanced by genetic adaptation to different local environments. However, it is less clear how individual behaviour improves camouflage effectiveness. We investigated whether individual Aegean wall lizards (Podarcis erhardii) inhabiting different islands rest on backgrounds that improve camouflage against avian predators. In free-ranging lizards, we found that dorsal regions were better matched against chosen backgrounds than against other backgrounds on the same island. This suggests that P. erhardii make background choices that heighten individual-specific concealment. In achromatic camouflage, this effect was more evident in females and was less distinct in an island population with lower predation risk. This suggests that behavioural enhancement of camouflage may be more important in females than in sexually competing males and related to predation risk. However, in an arena experiment, lizards did not choose the background that improved camouflage, most likely due to the artificial conditions. Overall, our results provide evidence that behavioural preferences for substrates can enhance individual camouflage of lizards in natural microhabitats, and that such adaptations may be sexually dimorphic and dependent on local environments. This research emphasizes the importance of considering links between ecology, behaviour, and appearance in studies of intraspecific colour variation and local adaptation.