Theory generally predicts that host specialisation and dispersal should evolve jointly. Indeed, many models predict that specialists should be poor dispersers to avoid landing on unsuitable hosts while generalists will have high dispersal abilities. Phytophagous arthropods are an excellent group to test this prediction, given extensive variation in their host range and dispersal abilities. Here, we explore the degree to which the empirical literature on this group is in accordance with theoretical predictions. We first briefly outline the theoretical reasons to expect such a correlation. We then report empirical studies that measured both dispersal and the degree of specialisation in phytophagous arthropods. We find a correlation between dispersal and levels of specialisation in some studies, but with wide variation in this result. We then review theoretical attributes of species and environment that may blur this correlation, namely environmental grain, temporal heterogeneity, habitat selection, genetic architecture, and coevolution between plants and herbivores. We argue that theoretical models fail to account for important aspects, such as phenotypic plasticity and the impact of selective forces stemming from other biotic interactions, on both dispersal and specialisation. Next, we review empirical caveats in the study of this interplay. We find that studies use different measures of both dispersal and specialisation, hampering comparisons. Moreover, several studies do not provide independent measures of these two traits. Finally, variation in these traits may occur at scales that are not being considered. We conclude that this correlation is likely not to be expected from large‐scale comparative analyses as it is highly context dependent and should not be considered in isolation from the factors that modulate it, such as environmental scale and heterogeneity, intrinsic traits or biotic interactions. A stronger crosstalk between theoretical and empirical studies is needed to understand better the prevalence and basis of the correlation between dispersal and specialisation.