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Phylogenetic comparative methods are increasingly used to test hypotheses about the evolutionary processes that drive divergence in gene expression among species. However, it is unknown whether the distributional assumptions of phylogenetic models designed for quantitative phenotypic traits are realistic for expression data and importantly, the reliability of conclusions of phylogenetic comparative studies of gene expression may depend on whether the data is well described by the chosen model. To evaluate this, we first fit several phylogenetic models of trait evolution to 8 previously published comparative expression datasets, comprising a total of 54,774 genes with 145,927 unique gene-tissue combinations. Using a previously developed approach, we then assessed how well the best model of the set described the data in an absolute (not just relative) sense. First, we find that Ornstein-Uhlenbeck models, in which expression values are constrained around an optimum, were the preferred models for 66% of gene-tissue combinations. Second, we find that for 61% of gene-tissue combinations, the best-fit model of the set was found to perform well; the rest were found to be performing poorly by at least one of the test statistics we examined. Third, we find that when simple models do not perform well, this appears to be typically a consequence of failing to fully account for heterogeneity in the rate of the evolution. We advocate that assessment of model performance should become a routine component of phylogenetic comparative expression studies; doing so can improve the reliability of inferences and inspire the development of novel models., (© The Author(s) 2023. Published by Oxford University Press on behalf of Society for Molecular Biology and Evolution.)