Information is a crucial currency for animals from both a behavioural and evolutionary perspective. Adaptive behaviour relies upon accurate estimation of relevant ecological parameters; the better informed an individual, the better it can develop and adjust its behaviour to meet the demands of a variable world. Here, we focus on the burgeoning interest in the impact of ecological uncertainty on adaptation, and the means by which it can be reduced by gathering information, from both 'passive' and 'responsive' sources. Our overview demonstrates the value of adopting an explicitly informational approach, and highlights the components that one needs to develop useful approaches to studying information use by animals. We propose a quantitative framework, based on statistical decision theory, for analysing animal information use in evolutionary ecology. Our purpose is to promote an integrative approach to studying information use by animals, which is itself integral to adaptive animal behaviour and organismal biology.