Estrildid finches (family: Estrildidae) are characterised by great intraspecific and intersexual variations in sexual traits, which include courtship song, dance and ornamental colourations of plumage. These features are expected to help us answer some questions about the evolution of sexual signals: (1) why multiple ornaments evolve in socially monogamous species; and (2) why, in certain species, males and females share identical sexual traits. To discuss these, first, I briefly review the past phylogenetic comparative studies of Estrildids and show that the three sexual traits evolved independently. Secondly, I focus on one behavioural component of the courtship dance, nesting material holding display, and test the idea that the display evolved as a signal of nest building ability using phylogenetic comparative approaches. The results showed that males exhibited nesting material holding displays in species where males tend to work harder to prepare nests, which indicates that parental cooperation plays a role in the evolution of sexual signals.