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For an animal invading a novel region, the ability to develop new behaviors should facilitate the use of novel food resources and hence increase its survival in the new environment. However, the need to explore new resources may entail costs such as exposing the animal to unfamiliar predators. These two opposing forces result in an exploration-avoidance conflict, which can be expected to interfere with the acquisition of new resources. However, its consequences should be less dramatic in highly urbanized environments where new food opportunities are common and predation risk is low. We tested this hypothesis experimentally by presenting three foraging tasks to introduced common mynas (Acridotheres tristis) from environments with low and high urbanization levels from Australia. Individuals from the highly urbanized environments, where mynas are both more opportunistic when foraging and less fearful to predators, resolved a technical task faster than those from less urbanized environments. These differences did not reflect innovative 'personalities' and were not confounded by sex, morphology or motivational state. Rather, the principal factors underlying differences in mynas' problem-solving ability were neophobic-neophilic responses, which varied across habitats. Thus, mynas seem to modulate their problem-solving ability according to the benefits and costs of innovating in their particular habitat, which may help us understand the great success of the species in highly urbanized environments.