Biological data objects often have both of the following features: (i) they are functions rather than single numbers or vectors, and (ii) they are correlated owing to phylogenetic relationships. In this paper, we give a flexible statistical model for such data, by combining assumptions from phylogenetics with Gaussian processes. We describe its use as a non-parametric Bayesian prior distribution, both for prediction (placing posterior distributions on ancestral functions) and model selection (comparing rates of evolution across a phylogeny, or identifying the most likely phylogenies consistent with the observed data). Our work is integrative, extending the popular phylogenetic Brownian motion and Ornstein–Uhlenbeck models to functional data and Bayesian inference, and extending Gaussian process regression to phylogenies. We provide a brief illustration of the application of our method.