Individuals often differ in what they do. This has been recognised since antiquity. Nevertheless, the ecological and evolutionary significance of such variation is attracting widespread interest, which is burgeoning to an extent that is fragmenting the literature. As a first attempt at synthesis, we focus on individual differences in behaviour within populations that exceed the day‐to‐day variation in individual behaviour (i.e. behavioural specialisation). Indeed, the factors promoting ecologically relevant behavioural specialisation within natural populations are likely to have far‐reaching ecological and evolutionary consequences. We discuss such individual differences from three distinct perspectives: individual niche specialisations, the division of labour within insect societies and animal personality variation. In the process, while recognising that each area has its own unique motivations, we identify a number of opportunities for productive cross‐fertilisation among the (largely independent) bodies of work. We conclude that a complete understanding of evolutionarily and ecologically relevant individual differences must specify how ecological interactions impact the basic biological process (e.g. Darwinian selection, development and information processing) that underpin the organismal features determining behavioural specialisations. Moreover, there is likely to be co‐variation amongst behavioural specialisations. Thus, we sketch the key elements of a general framework for studying the evolutionary ecology of individual differences.