Play is a characteristic behavior of mammals, occurring among juveniles across a wide range of mammalian species. We evaluated the hypothesis that play helps prepare young animals to cope with unfamiliar situations. We observed play behavior in juvenile Belding's ground squirrels (Urocitellus beldingi) during the developmental period in which play primarily occurs in this species, and conducted behavioral tests in unfamiliar arenas at the beginning and toward the end of the play interval. Measures of social but not nonsocial play were associated with the outcomes of behavioral tests. Rates of social play and the duration of social play bouts were reliable predictors of increases in boldness and exploration across behavioral tests, as well as decreases in the time required to escape from an unfamiliar arena. In particular, juveniles who engaged in social play at intermediate to high rates and who had intermediate to long-lasting social play bouts had greater increases in boldness–exploration scores and greater decreases in escape times in behavioral tests than did juveniles who engaged in social play at the lowest rates and had the shortest social play bouts. These results support the idea that social play behavior in juvenile U. beldingi helps prepare juvenile squirrels to successfully navigate challenges during the juvenile period, and raise the possibility that minimum thresholds of social play may be sufficient for juvenile U. beldingi to gain some of the potential benefits of play behavior.