Magnetoreception is a key element in the sensory repertoire of many organisms, and it has been shown to play a particular role in animal navigation. While the first data to demonstrate a magnetic compass in songbirds through behavioural measures were presented decades ago, studies of behaviour are still the main source of information in learning about the magnetic senses. The behavioural evidence is, however, scattered with sometimes contradictory results. Partly, this is a consequence of a wide spectrum of methods used across multiple research groups studying different model organisms. This has limited the ability of researchers to pin down exactly how and why animals use the Earth’s magnetic field. Here, we lay out how a range of methods for testing behaviour spanning from field observations to laboratory manipulations can be used to test for a magnetic sense in animals. To this end, we discuss the principal limitations of behavioural testing in telling us how animals sense the magnetic field, and we argue that behaviour must go hand in hand with other fields to advance our understanding of the magnetic sense.