The growing interest for studying questions in the wild requires acknowledging that eco‐evolutionary processes are complex, hierarchically structured and often partially observed or with measurement error. These issues have long been ignored in evolutionary biology, which might have led to flawed inference when addressing evolutionary questions. Hierarchical modelling (HM) has been proposed as a generic statistical framework to deal with complexity in ecological data and account for uncertainty. However, to date, HM has seldom been used to investigate evolutionary mechanisms possibly underlying observed patterns. Here, we contend the HM approach offers a relevant approach for the study of eco‐evolutionary processes in the wild by confronting formal theories to empirical data through proper statistical inference. Studying eco‐evolutionary processes requires considering the complete and often complex life histories of organisms. We show how this can be achieved by combining sequentially all life‐history components and all available sources of information through HM. We demonstrate how eco‐evolutionary processes may be poorly inferred or even missed without using the full potential of HM. As a case study, we use the Atlantic salmon and data on wild marked juveniles. We assess a reaction norm for migration and two potential trade‐offs for survival. Overall, HM has a great potential to address evolutionary questions and investigate important processes that could not previously be assessed in laboratory or short time‐scale studies.