When deciding between different options, animals including humans face the dilemma that fast decisions tend to be erroneous, whereas accurate decisions tend to be relatively slow. Recently, it has been suggested that differences in the efficacy with which animals make a decision relate closely to individual behavioural differences. In this paper, we tested this hypothesis in a unique unicellular organism, the slime mould Physarum polycephalum. We first confirmed that slime moulds differed consistently in their exploratory behaviour from 'fast' to 'slow' explorers. Second, we showed that slow explorers made more accurate decisions than fast explorers. Third, we demonstrated that slime moulds integrated food cues in time and achieved higher accuracy when sampling time was longer. Lastly, we showed that in a competition context, fast explorers excelled when a single food source was offered, while slow explorers excelled when two food sources varying in quality were offered. Our results revealed that individual differences in accuracy were partly driven by differences in exploratory behaviour. These findings support the hypothesis that decision-making abilities are associated with behavioural types, even in unicellular organisms.