Evolutionary theory is primarily concerned with genetic processes, yet empirical testing of this theory often involves data collected on phenotypes. To make this tenable, the implicit assumption is often made that phenotypic patterns are good predictors of genetic patterns; an assumption that coined the phenotypic gambit. Although this assumption has been validated for traits with high heritability, such as morphology, its generality for traits with low heritabilities, such as life-history and behavioural traits, remains controversial. Using a large-scale cross-fostering experiment, we were able to measure genetic, common environmental and phenotypic correlations between four colour traits and two skeletal traits in a wild population of passerine birds, the blue tit (Parus caeruleus). Colour traits had little heritable variation but common environment effects were found to be important; skeletal traits showed the opposite pattern. Positive correlations because of a shared natal environment were found between all traits, obscuring negative genetic correlations between some colour and skeletal traits. Consequently, phenotypic patterns were poor surrogates for genetic patterns and we suggest that this may be common if trade-offs or substantial parental effects exist. For this group of traits, the phenotypic gambit cannot be made and we suggest caution when inferring genetic patterns from phenotypic data, especially for behavioural and life-history traits.