Central place foraging insects like honeybees and bumblebees learn to navigate efficiently between nest and feeding site. Essential components of this behavior can be moved to the laboratory. A major component of navigational learning is the active exploration of the test arena. These conditions have been used here to search for neural correlates of exploratory walking in the central arena (ground), and thigmotactic walking in the periphery (slope). We chose mushroom body extrinsic neurons (MBENs) because of their learning-related plasticity and their multi-modal sensitivities that may code relevant parameters in a brain state-dependent way. Our aim was to test whether MBENs code space-related components or are more involved in state-dependent processes characterizing exploration and thigmotaxis. MBENs did not respond selectively to body directions or locations. Their spiking activity differently correlated with walking speed depending on the animals' locations: on the ground, reflecting exploration, or on the slope, reflecting thigmotaxis. This effect depended on walking speed in different ways for different animals. We then asked whether these effects depended on spatial parameters or on the two states, exploration and thigmotaxis. Significant epochs of stable changes in spiking did not correlate with restricted locations in the arena, body direction, or walking transitions between ground and slope. We thus conclude that the walking speed dependencies are caused by the two states, exploration and thigmotaxis, rather than by spatial parameters.