ABSTRACTThe strategies underlying different forms of protective coloration are well understood but little attention has been paid to the ecological, life‐history and behavioural circumstances under which they evolve. While some comparative studies have investigated the ecological correlates of aposematism, and background matching, the latter particularly in mammals, few have examined the ecological correlates of other types of protective coloration. Here, we first outline which types of defensive coloration strategies may be exhibited by the same individual; concluding that many protective coloration mechanisms can be employed simultaneously, particularly in conjunction with background matching. Second, we review the ecological predictions that have been made for each sort of protective coloration mechanism before systematically surveying phylogenetically controlled comparative studies linking ecological and social variables to antipredator defences that involve coloration. We find that some a priori predictions based on small‐scale empirical studies and logical arguments are indeed supported by comparative data, especially in relation to how illumination affects both background matching and self‐shadow concealment through countershading; how body size is associated with countershading, motion dazzle, flash coloration and aposematism, although only in selected taxa; how immobility may promote background matching in ambush predators; and how mobility may facilitate motion dazzle. Examination of nearly 120 comparative tests reveals that many focus on ecological variables that have little to do with predictions derived from antipredator defence theory, and that broad‐scale ecological studies of defence strategies that incorporate phylogenetics are still very much in their infancy. We close by making recommendations for future evolutionary ecological research.