Energy management models provide theories and predictions for how animals manage their energy budgets within their energetic constraints, in terms of their resting metabolic rate (RMR) and daily energy expenditure (DEE). Thus, uncovering what associations exist between DEE and RMR is key to testing these models. Accordingly, there is considerable interest in the relationship between DEE and RMR at both inter- and intraspecific levels. Interpretation of the evidence for particular energy management models is enhanced by also considering the energy spent specifically on costly activities (activity energy expenditure [AEE] = DEE - RMR). However, to date there have been few intraspecific studies investigating such patterns. Our aim was to determine whether there is a generality of intraspecific relationships among RMR, DEE, and AEE using long-term data sets for bird and mammal species. For mammals, we use minimum heart rate (fH), mean fH, and activity fH as qualitative proxies for RMR, DEE, and AEE, respectively. For the birds, we take advantage of calibration equations to convert fH into rate of oxygen consumption in order to provide quantitative proxies for RMR, DEE, and AEE. For all 11 species, the DEE proxy was significantly positively correlated with the RMR proxy. There was also evidence of a significant positive correlation between AEE and RMR in all four mammal species but only in some of the bird species. Our results indicate there is no universal rule for birds and mammals governing the relationships among RMR, AEE, and DEE. Furthermore, they suggest that birds tend to have a different strategy for managing their energy budgets from those of mammals and that there are also differences in strategy between bird species. Future work in laboratory settings or highly controlled field settings can tease out the environmental and physiological processes contributing to variation in energy management strategies exhibited by different species.