Here's more proof, from Wired:
Call him a birdbrain if you must; he'll probably take it as a compliment. This is because Alex, an African gray parrot, is a prime example of birds' abilities to exhibit higher brain functions than humans usually give them credit for.That's right...while your yellow lab was agonizing over the concept of "fetch the ball" and your kitty-kat was struggling with "finding the litterbox," Alex the parrot was discovering the concept of zero.
For the past 28 years, Alex has been under the care and tutelage of Irene Pepperberg, an adjunct associate professor of psychology at Brandeis University in Waltham, Massachusetts. Pepperberg, who grew up with common budgerigar parakeets as company, began her work after seeing early episodes of Nova that showed language work performed with other types of animals.
But perhaps the most intriguing thing is what Alex seems to have taught himself, which Pepperberg calls a "zero-like concept." Humans don't usually understand the concept of zero until they're several years old, and Pepperberg has never heard of a bird having a similar comprehension.