Oscillatory rhythms in frequency bands from low to high carry different information in various behaviors and provide windows to analyze neural activities. The rhythms can interact with each other suggesting it is one manifestation of high-order activities of brain. To explore the possibility, we recorded and analyzed neural signals from nidopallium caudolaterale (NCL) of pigeons in goal-directed behaviors by phase-amplitude modulation. The amplitudes of high-frequency rhythms were modulated by phase of delta band rhythms in tasks especially in decision making period. The couplings appeared a special pattern in the distribution of phase-amplitude modulation. The results revealed the cross-frequency coupling could be a mechanism to perform voluntary goal-directed behaviors in brain. And cross-frequency coupling in multiple rhythms may provide key features for exploring neural activities in decision making.