Innovative behavior is mostly studied theoretically, e.g., in models of patent races, and empirically, e.g., by using R&D or patent data. This research, however, is only poorly informed about the psychological tradition of creativity research. Our study is an attempt to experimentally collect behavioral data revealing in how far creativity, analytical skills, personality traits and innovation game behavior in the lab are interrelated. With the help of a within-subject design we find that participants’ performance in the innovation games is in fact related to their creativity, risk tolerance and self-control. Other personality traits such participants’ anxiety, independence, tough-mindedness and extraversion, if any, only play a minor role, and the same is true for participants’ analytical skills.