Heritable phenotypic traits under significant and consistent directional selection often fail to show the expected evolutionary response. A potential explanation for this contradiction is that because environmental conditions change constantly, environmental change can mask an evolutionary response to selection. We combined an "animal model" analysis with 36 years of data from a long-term study of great tits (Parus major) to explore selection on and evolution of a morphological trait: body mass at fledging. We found significant heritability of this trait, but despite consistent positive directional selection on both the phenotypic and the additive genetic component of body mass, the population mean phenotypic value declined rather than increased over time. However, the mean breeding value for body mass at fledging increased over time, presumably in response to selection. We show that the divergence between the response to selection observed at the levels of genotype and phenotype can be explained by a change in environmental conditions over time, that is, related both to increased spring temperature before breeding and elevated population density. Our results support the suggestion that measuring phenotypes may not always give a reliable impression of evolutionary trajectories and that understanding patterns of phenotypic evolution in nature requires an understanding of how the environment has itself changed.