Consistent inter-individual variation in the propensity to perform different tasks (animal personality) can contribute significantly to the success of group-living organisms. The distribution of different personalities in a group influences collective actions and therefore how these organisms interact with their environment. However, we have little understanding of the proximate mechanisms underlying animal personality in animal groups, and research on this theme has often been biased towards organisms with advanced social systems. The goal of this study is to investigate the mechanistic basis for personality variation during collective behaviour in a species with rudimentary societies: the American cockroach. We thus use an approach which combines experimental classification of individuals into behavioural phenotypes (‘bold’ and ‘shy’ individuals) with comparative gene expression. Our analyses reveal differences in gene expression between behavioural phenotypes and suggest that social context may modulate gene expression related to bold/shy characteristics. We also discuss how cockroaches could be a valuable model for the study of genetic mechanisms underlying the early steps in the evolution of social behaviour and social complexity. This study provides a first step towards a better understanding of the molecular mechanisms associated with differences in boldness and behavioural plasticity in these organisms.