This paper contrasts the attitudes of firms towards innovation from the construction sector with those in services and manufacturing, using data from the UK innovation survey. We examine the liabilities that construction firms face in their innovative activities in comparison to other sectors, drawing from literature on the distinctiveness of construction as an economic activity. We find that the liabilities of immobility and unanticipated demand are among key distinguishing features that separate innovative behaviour in construction from other industries. The paper concludes with a discussion of the merits of cross‐sectoral comparative research of this kind, together with issues for further research.