Comparative studies of brain size have a long history and contributed much to our understanding of the evolution and function of the brain and its parts. Recently, bats have been used increasingly as model organisms for such studies because of their large number of species, high diversity of life-history strategies, and a comparatively detailed knowledge of their neuroanatomy. Here, we draw attention to inherent problems of comparative brain size studies, highlighting limitations but also suggesting alternative approaches. We argue that the complexity and diversity of neurological tasks that the brain and its functional regions (subdivisions) must solve cannot be explained by a single or few variables representing selective pressures. Using an example we show that by adding a single relevant variable, morphological adaptation to foraging strategy, to a previous analysis a correlation between brain and testes mass disappears completely and changes entirely the interpretation of the study. Future studies should not only look for novel determinants of brain size but also include known correlates in order to add to our current knowledge. We believe that comparisons at more detailed anatomical, taxonomic, and geographical levels will continue to contribute to our understanding of the function and evolution of mammalian brains.