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Identifying the genetic basis of behavior has remained a challenge for biologists. A major obstacle to this goal is the difficulty of examining gene function in an ecologically relevant context. New tools such as CRISPR/Cas9, which alter the germline of an organism, have taken center stage in functional genomics in non-model organisms. However, germline modifications of this nature cannot be ethically implemented in the wild as a part of field experiments. This impediment is more than technical. Gene function is intimately tied to the environment in which the gene is expressed, especially for behavior. Most lab-based studies fail to recapitulate an organism's ecological niche, thus most published functional genomics studies of gene-behavior relationships may provide an incomplete or even inaccurate assessment of gene function. In this review, we highlight RNA interference as an especially effective experimental method to deepen our understanding of the interplay between genes, behavior, and the environment. We highlight the utility of RNAi for researchers investigating behavioral genetics, noting unique attributes of RNAi including transience of effect and the feasibility of releasing treated animals into the wild, that make it especially useful for studying the function of behavior-related genes. Furthermore, we provide guidelines for planning and executing an RNAi experiment to study behavior, including challenges to consider. We urge behavioral ecologists and functional genomicists to adopt a more fully integrated approach which we call "ethological genomics". We advocate this approach, utilizing tools such as RNAi, to study gene-behavior relationships in their natural context, arguing that such studies can provide a deeper understanding of how genes can influence behavior, as well as ecological aspects beyond the organism that houses them.