Significant relationships among morphology, behavior, performance and fitness have long served as bona fide evidence for the role of selection in shaping natural populations. Here, I discuss how studies of ecological performance, or how organisms perform in nature, provide an ecological context for such selection studies. Laboratory studies assume that the level of performance expressed under “optimal” conditions accurately reflects the level of performance used in nature, but I show here that this assumption is not always borne out. A review of how various factors affect ecological performance (ontogeny, microhabitat, and macrohabitat) show that animals often express very different levels of movement speed both among different tasks, and when comparing laboratory versus field performance. Thus, a failure to take this variation into account could lead to negative, or even misleading significant fitness-character correlations. While laboratory performance studies should continue to play a key role in studies of selection, recent technological (i.e., portable high-speed cameras) and methodological developments should enable researchers to measure performance in nature to high degrees of accuracy. Thus, I encourage researchers to measure performance both in the laboratory and in the field, and thus expand the traditional paradigm of morphology → performance → fitness to morphology → ecological performance → fitness.