Glucocorticoids (GCs) have a wide spectrum of effects on animal behavior. A recently suggested effect involves determining the structure of individual differences, that is how the behavioral traits of an individual covary, forming the so-called behavioral syndromes. As GCs can exert their action in multiple ways, e.g., via rapid non-genomic effects or via the activation of two highly homologous members of the steroid receptor family acting as transcription factors, it is unclear how the GC modulation of behavioral syndromes takes place. We exploited a zebrafish line with a frameshift mutation in the gene encoding the GC receptor (Gr), to investigate this question. We found that lack of Gr altered the average score of several behavioral traits in the mutant line, determining reduced boldness, and increased activity and sociability. Critically, the pattern of covariation between these traits was also substantially affected by the loss of Gr. The most evident effect was an association of traits involved in boldness in the gr mutant line. This study reveals that, in zebrafish, Gr is not only involved in the modulation of the average value of behavioral traits, but also in how the behavioral traits of an individual are interrelated and determine the behavioral syndromes.