The process of learning in birds has been extensively studied, with a focus on species such as pigeons, parrots, chickens, and crows. In recent years, the zebra finch has emerged as a model species in avian cognition, particularly in song learning. However, other cognitive domains such as spatial memory and associative learning could also be critical to fitness and survival, particularly during the intensive juvenile period. In this systematic review, we provide an overview of cognitive studies on zebra finches, with a focus on domains other than song learning. Our findings indicate that spatial, associative, and social learning are the most frequently studied domains, while motoric learning and inhibitory control have been examined less frequently over 30 years of research. All of the 60 studies included in this review were conducted on captive birds, limiting the generalizability of the findings to wild populations. Moreover, only two of the studies were conducted on juveniles, highlighting the need for more research on this critical period of learning. To address this research gap, we propose a high-throughput method for testing associative learning performance in a large number of both juvenile and adult zebra finches. Our results demonstrate that learning can occur in both age groups, thus encouraging researchers to also perform cognitive tests on juveniles. We also note the heterogeneity of methodologies, protocols, and subject exclusion criteria applied by different researchers, which makes it difficult to compare results across studies. Therefore, we call for better communication among researchers to develop standardised methodologies for studying each cognitive domain at different life stages and also in their natural conditions.