Avian models of West Nile virus (WNV) disease have become pivotal in the study of infection pathogenesis and transmission, despite the intrinsic constraints that represents this type of experimental research that needs to be conducted in biosecurity level 3 (BSL3) facilities. This review summarizes the main achievements of WNV experimental research carried out in wild birds, highlighting advantages and limitations of this model. Viral and host factors that determine the infection outcome are analyzed in detail, as well as recent discoveries about avian immunity, viral transmission, and persistence achieved through experimental research. Studies of laboratory infections in the natural host will help to understand variations in susceptibility and reservoir competence among bird species, as well as in the epidemiological patterns found in different affected areas.