A fundamental challenge to understanding patterns in ecological systems lies in employing methods that can analyse, test and draw inference from measured associations between variables across scales. Hierarchical linear models (HLM) use advanced estimation algorithms to measure regression relationships and variance–covariance parameters in hierarchically structured data. Although hierarchical models have occasionally been used in the analysis of ecological data, their full potential to describe scales of association, diagnose variance explained, and to partition uncertainty has not been employed. In this paper we argue that the use of the HLM framework can enable significantly improved inference about ecological processes across levels of organization. After briefly describing the principals behind HLM, we give two examples that demonstrate a protocol for building hierarchical models and answering questions about the relationships between variables at multiple scales. The first example employs maximum likelihood methods to construct a two-level linear model predicting herbivore damage to a perennial plant at the individual- and patch-scale; the second example uses Bayesian estimation techniques to develop a three-level logistic model of plant flowering probability across individual plants, microsites and populations. HLM model development and diagnostics illustrate the importance of incorporating scale when modelling associations in ecological systems and offer a sophisticated yet accessible method for studies of populations, communities and ecosystems. We suggest that a greater coupling of hierarchical study designs and hierarchical analysis will yield significant insights on how ecological processes operate across scales.