Researchers often test ecological hypotheses relating to a myriad of questions ranging from assemblage structure, population dynamics, demography, abundance, growth rate, and more using mathematical models that explain trends in data. To aid in the evaluation process when faced with competing hypotheses, we employ statistical methods to evaluate the validity of these multiple hypotheses with the goal of deriving the most robust conclusions possible. In fisheries management and ecology, frequentist methodologies have largely dominated this approach. However, in recent years, researchers have increasingly used Bayesian inference methods to estimate model parameters. Our aim with this perspective is to provide the practicing fisheries ecologist with an accessible introduction to Bayesian model selection. Here we discuss Bayesian inference methods for model selection in the context of fisheries management and ecology with empirical examples to guide researchers in the use of these methods. In this perspective we discuss three methods for selecting among competing models. For comparing two models we discuss Bayes factor and for more complex models we discuss Watanabe–Akaike information criterion and leave-one-out cross-validation. We also describe what kinds of information to report when conducting Bayesian inference. We conclude this review with a discussion of final thoughts about these model selection techniques. [ABSTRACT FROM AUTHOR]