Selection may favour individuals of the same population to differ consistently in nutritional preference, for example, because optimal diets covary with morphology or personality. We provided Southern field crickets (Gryllus bimaculatus) with two synthetic food sources (carbohydrates and proteins) and quantified repeatedly how much of each macronutrient was consumed by each individual. We then quantified (i) whether individuals were repeatable in carbohydrate and protein intake rate, (ii) whether an individual's average daily intake of carbohydrates was correlated with its average daily intake of protein, and (iii) whether short-term changes in intake of carbohydrates coincided with changes in intake of protein within individuals. Intake rates were individually repeatable for both macronutrients. However, individuals differed in their relative daily intake of carbohydrates versus proteins (i.e., 'nutritional preference'). By contrast, total consumption varied plastically as a function of body weight within individuals. Body weight-but not personality (i.e., aggression, exploration behaviour)positively predicted nutritional preference at the individual level as large crickets repeatedly consumed a higher carbohydrate to protein ratio compared to small ones. Our finding of level-specific associations between the consumption of distinct nutritional components demonstrates the merit of applying multivariate and multi-level viewpoints to the study of nutritional preference.