Adaptive diversification is driven by selection in ecologically different environments. In absence of geographical barriers to dispersal, this adaptive divergence (AD) may be constrained by gene flow (GF). And yet the reverse may also be true, with AD constraining GF (i.e. 'ecological speciation'). Both of these causal effects have frequently been inferred from the presence of negative correlations between AD and GF in nature - yet the bi-directional causality warrants caution in such inferences. We discuss how the ability of correlative studies to infer causation might be improved through the simultaneous measurement of multiple ecological and evolutionary variables. On the one hand, inferences about the causal role of GF can be made by examining correlations between AD and the potential for dispersal. On the other hand, inferences about the causal role of AD can be made by examining correlations between GF and environmental differences. Experimental manipulations of dispersal and environmental differences are a particularly promising approach for inferring causation. At present, the best studies find strong evidence that GF constrains AD and some studies also find the reverse. Improvements in empirical approaches promise to eventually allow general inferences about the relative strength of different causal interactions during adaptive diversification.