Butterflies display extreme variation in wing shape associated with tremendous ecological diversity. Disentangling the role of neutral versus adaptive processes in wing shape diversification remains a challenge for evolutionary biologists. Ascertaining how natural selection influences wing shape evolution requires both functional studies linking morphology to flight performance, and ecological investigations linking performance in the wild with fitness. However, direct links between morphological variation and fitness have rarely been established. The functional morphology of butterfly flight has been investigated but selective forces acting on flight behaviour and associated wing shape have received less attention. Here, we attempt to estimate the ecological relevance of morpho-functional links established through biomechanical studies in order to understand the evolution of butterfly wing morphology. We survey the evidence for natural and sexual selection driving wing shape evolution in butterflies, and discuss how our functional knowledge may allow identification of the selective forces involved, at both the macro- and micro-evolutionary scales. Our review shows that although correlations between wing shape variation and ecological factors have been established at the macro-evolutionary level, the underlying selective pressures often remain unclear. We identify the need to investigate flight behaviour in relevant ecological contexts to detect variation in fitness-related traits. Identifying the selective regime then should guide experimental studies towards the relevant estimates of flight performance. Habitat, predators and sex-specific behaviours are likely to be major selective forces acting on wing shape evolution in butterflies. Some striking cases of morphological divergence driven by contrasting ecology involve both wing and body morphology, indicating that their interactions should be included in future studies investigating co-evolution between morphology and flight behaviour.