Population genetic theory predicts that selection should be more effective when the effective population size (Ne) is larger, and that the efficacy of selection should correlate positively with recombination rate. Here, we analyzed the genomes of ten great tits and ten zebra finches. Nucleotide diversity at 4-fold degenerate sites indicates that zebra finches have a 2.83-fold larger Ne. We obtained clear evidence that purifying selection is more effective in zebra finches. The proportion of substitutions at 0-fold degenerate sites fixed by positive selection (α) is high in both species (great tit 48%; zebra finch 64%) and is significantly higher in zebra finches. When α was estimated on GC-conservative changes (i.e., between A and T and between G and C), the estimates reduced in both species (great tit 22%; zebra finch 53%). A theoretical model presented herein suggests that failing to control for the effects of GC-biased gene conversion (gBGC) is potentially a contributor to the overestimation of α, and that this effect cannot be alleviated by first fitting a demographic model to neutral variants. We present the first estimates in birds for α in the untranslated regions, and found evidence for substantial adaptive changes. Finally, although purifying selection is stronger in high-recombination regions, we obtained mixed evidence for α increasing with recombination rate, especially after accounting for gBGC. These results highlight that it is important to consider the potential confounding effects of gBGC when quantifying selection and that our understanding of what determines the efficacy of selection is incomplete.