Bioacoustic analysis has been used for a variety of purposes including classifying vocalizations for biodiversity monitoring and understanding mechanisms of cognitive processes. A wide range of statistical methods, including various automated methods, have been used to successfully classify vocalizations based on species, sex, geography, and individual. A comprehensive approach focusing on identifying acoustic features putatively involved in classification is required for the prediction of features necessary for discrimination in the real world. Here, we used several classification techniques, namely discriminant function analyses (DFAs), support vector machines (SVMs), and artificial neural networks (ANNs), for sex-based classification of zebra finch ( Taeniopygia guttata) distance calls using acoustic features measured from spectrograms. We found that all three methods (DFAs, SVMs, and ANNs) correctly classified the calls to respective sex-based categories with high accuracy between 92 and 96%. Frequency modulation of ascending frequency, total duration, and end frequency of the distance call were the most predictive features underlying this classification in all of our models. Our results corroborate evidence of the importance of total call duration and frequency modulation in the classification of male and female distance calls. Moreover, we provide a methodological approach for bioacoustic classification problems using multiple statistical analyses.