The ease with which Zebra Finches can be kept and bred in captivity makes them a suitable model for avian quantitative genetic studies. After a brief introduction to some quantitative genetic concepts, we here provide an up-to-date overview of quantitative genetic studies in Zebra Finches. We discuss what these studies can teach us about the evolutionary and behavioural ecology of Zebra Finches and song birds in general, and make suggestions for future research. Throughout this article we plead for a greater appreciation of the advantages offered by working on captive birds, but also discuss their limitations. Although quantitative genetic analyses in natural populations are becoming increasingly powerful, these studies lack the control possible in captivity. However, obtaining meaningful estimates of the type and strength of selection acting on phenotypic variation is more difficult in captivity. Hence, quantitative genetic studies in the wild and captivity each have their strengths and weaknesses and should be considered complementary rather than opposing. However, whereas quantitative genetic studies in the wild have boomed, the unique advantages offered by captive Zebra Finches have remained underexploited. Here we make a first attempt at changing this by highlighting what we believe may be fruitful lines for future research.