Behavior varies even among genetically identical animals raised in the same environment. However, little is known about the circuit or anatomical underpinnings of this individuality. Drosophila olfaction is an ideal system for discovering the origins of behavioral individuality among genetically identical individuals. The fly olfactory circuit is well-characterized and stereotyped, yet stable idiosyncrasies in odor preference, neural coding, and neural wiring are present and may be relevant to behavior. Using paired behavior and two-photon imaging measurements, we show that individual odor preferences in odor-vs-air and odor-vs-odor assays are predicted by idiosyncratic calcium dynamics in Olfactory Receptor Neurons (ORNs) and Projection Neurons (PNs), respectively. This suggests that circuit variation at the sensory periphery determines individual odor preferences. Furthermore, paired behavior and immunohistochemistry measurements reveal that variation in ORN presynaptic density also predicts odor-vs-odor preference. This point in the olfactory circuit appears to be a locus of individuality where microscale variation gives rise to idiosyncratic behavior. To unify these results, we constructed a leaky-integrate-and-fire model of 3,062 neurons in the antennal lobe. In these simulations, stochastic fluctuations at the glomerular level, like those observed in our ORN immunohistochemistry, produce variation in PN calcium responses with the same structure as we observed experimentally, the very structure that predicts idiosyncratic behavior. Thus, our results demonstrate how minute physiological and structural variations in a neural circuit may produce individual behavior, even when genetics and environment are held constant.