Innovative problem solving enables individuals to deal with novel social and ecological challenges. However, our understanding of the importance of innovation for animals in their natural habitat is limited because experimental investigations of innovation have historically focused on captive animals. To determine how captivity affects innovation, and whether captive studies of animal innovation suffer from low external validity, we need experimental investigations of innovation in both wild and captive populations of the same species in diverse taxa. Here we inquired whether wild and captive spotted hyaenas differ in their ability to solve the same novel technical problem, and in the diversity of exploratory behaviours they exhibit when first interacting with the problem. Our results suggest that wild and captive populations show important differences in their innovative problem-solving abilities. Captive hyaenas were significantly more successful at solving the novel problem, and significantly more diverse in their initial exploratory behaviour, than were wild hyaenas. We were able to rule out hypotheses suggesting that these differences result from excess energy or time available to captive animals. We conclude that captive hyaenas were more successful because captive individuals were less neophobic and more exploratory than their wild counterparts. These results have important implications for our interpretation of studies on innovative problem solving in captive animals and aid our attempts to gain a broader understanding of the importance of innovation for animals in their natural habitat.