Recent research in laboratory animals has illuminated how the vertebrate gut microbiome can have diverse and powerful effects on the brain and behaviour. However, the ecological relevance of this microbiome-gut-brain (MGB) axis outside the laboratory remains unexplored. Here we argue that understanding behavioural and cognitive effects of the gut microbiome in natural populations is an important goal for behavioural ecology that may shed light on the mechanisms and evolution of behavioural plasticity. We outline a toolkit of approaches that could be applied in this endeavour and argue that beyond collecting observational data on the microbiome and behaviour from free-living animals, the incorporation of manipulative approaches tailored to such systems will be a key next step to progress understanding in this area.