Abnormal behaviours are common in captive animals, and despite a lot of research, the development, maintenance and alleviation of these behaviours are not fully understood. Here, we suggest that conditioned reinforcement can induce sequential dependencies in behaviour that are difficult to infer from direct observation. We develop this hypothesis using recent models of associative learning that include conditioned reinforcement and inborn facets of behaviour, such as predisposed responses and motivational systems. We explore three scenarios in which abnormal behaviour emerges from a combination of associative learning and a mismatch between the captive environment and inborn predispositions. The first model considers how abnormal behaviours, such as locomotor stereotypies, may arise from certain spatial locations acquiring conditioned reinforcement value. The second model shows that conditioned reinforcement can give rise to abnormal behaviour in response to stimuli that regularly precede food or other reinforcers. The third model shows that abnormal behaviour can result from motivational systems being adapted to natural environments that have different temporal structures than the captive environment. We conclude that models including conditioned reinforcement offer an important theoretical insight regarding the complex relationships between captive environments, inborn predispositions, and learning. In the future, this general framework could allow us to further understand and possibly alleviate abnormal behaviours.