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Two common strategies for successful foraging are learning to associate specific sensory cues with patches of prey ("associative learning") and using set decision-making rules to systematically scan for prey ("algorithmic search"). We investigated whether an animal's life history affects which of these two foraging strategies it is likely to use. Natterer's bats (Myotis nattereri) have slow life-history traits and we predicted they would be more likely to use associative learning. Common shrews (Sorex araneus) have fast life-history traits and we predicted that they would rely more heavily on routine-based search. Apart from their marked differences in life-history traits, these two mammals are similar in body size, brain weight, habitat, and diet. We assessed foraging strategy, associative learning ability, and retention time with a four-arm maze; one arm contained a food reward and was marked with four sensory stimuli. Bats and shrews differed significantly in their foraging strategies. Most bats learned to associate the sensory stimuli with the reward and remembered this association over time. Most shrews searched the maze using consistent decision-making rules, but did not learn or remember the association. We discuss these results in terms of life-history traits and other key differences between these species. Our results suggest a link between an animal's life-history strategy and its use of associative learning.