The evolution of migration in birds remains an outstanding, unresolved question in evolutionary ecology. A particularly intriguing question is why individuals in some species have been selected to migrate, whereas in other species they have been selected to be sedentary. In this paper, we suggest that this diverging selection might partially result from differences among species in the behavioural flexibility of their responses to seasonal changes in the environment. This hypothesis is supported in a comparative analysis of Palaearctic passerines. First, resident species tend to rely more on innovative feeding behaviours in winter, when food is harder to find, than in other seasons. Second, species with larger brains, relative to their body size, and a higher propensity for innovative behaviours tend to be resident, while less flexible species tend to be migratory. Residence also appears to be less likely in species that occur in more northerly regions, exploit temporally available food sources, inhabit non-buffered habitats and have smaller bodies. Yet, the role of behavioural flexibility as a response to seasonal environments is largely independent of these other factors. Therefore, species with greater foraging flexibility seem to be able to cope with seasonal environments better, while less flexible species are forced to become migratory.