Although the neural and genetic pathways underlying learning and memory formation seem strikingly similar among species of distant animal phyla, several more subtle inter- and intraspecific differences become evident from studies on model organisms. The true significance of such variation can only be understood when integrating this with information on the ecological relevance. Here, we argue that parasitoid wasps provide an excellent opportunity for multi-disciplinary studies that integrate ultimate and proximate approaches. These insects display interspecific variation in learning rate and memory dynamics that reflects natural variation in a daunting foraging task that largely determines their fitness: finding the inconspicuous hosts to which they will assign their offspring to develop. We review bioassays used for oviposition learning, the ecological factors that are considered to underlie the observed differences in learning rate and memory dynamics, and the opportunities for convergence of ecology and neuroscience that are offered by using parasitoid wasps as model species. We advocate that variation in learning and memory traits has evolved to suit an insect's lifestyle within its ecological niche.