Dolphins engage in diverse foraging strategies that can involve cooperation, tools, and even the use of behaviors to prepare prey items for consumption. However, the development of such behaviors by individual animals has rarely been studied, and so it is typically unknown if the behaviors were serendipitous or learned through observation, teaching, or trial and error. We investigated the emergence of innovative strategies by providing dolphins with a hollow PVC cylinder with caps on either end that could be opened by pulling ropes, thus releasing fish, ice and gelatin (Kuczaj, Winship & Eskelinen, 2015). Although the original purpose of the study was to investigate cooperative behaviors, three animals were able to open the device alone. We compared the strategies used by these three dolphins, focusing on frequency and success rate of each strategy, the persistence of each animal in opening the device, and techniques used to empty the device of its contents once it had been opened. These analyses revealed consistent individual differences. The female systematically alternated tugging on each side of the device, while each of the two males generally used speed and strength to open the end. These results suggest that individual differences influence dolphin problem solving, and that the roles of personality and social status in dolphin innovative behavior warrant additional investigation.