We investigate the connection between local structure and dynamical heterogeneity in supercooled liquids. Through the study of four different models, we show that the correlation between a particle’s mobility and the degree of local order in nearby regions is highly system dependent. Our results suggest that the correlation between local structure and dynamics is weak or absent in systems that conform well to the mean-field picture of glassy dynamics and strong in those that deviate from this paradigm. Finally, we investigate the role of order-agnostic point-to-set correlations and reveal that they provide similar information content to local structure measures, at least in the system where local order is most pronounced.