Two of the main features of bats, flight and echolocation, allow predictions to be made about behaviour from theories of aerodynamics and acoustics respectively. In this paper I consider several questions about whether bats behave in the ways predicted by optimality models. Do bats have optimal wingshapes in relation to their flight behaviour? Are echolocation pulses designed optimally for specific tasks? Does the foraging behaviour of bats follow the predictions generated by optimal foraging models? Finally, I will consider the relation between wingbeat and echolocation, and will argue that the physiological coupling of these behaviours has great benefits (in reducing the energetic cost of echolocating) but also imposes constraints on behaviour. It is suggested that the energetic advantages associated with sustained gliding flight cannot evolve in echolocating bats, because missing wingbeats means that sound pulses cannot be produced at low cost. Hence various efficient behaviours may be prevented from evolving by constraints associated with physiological coupling.