Natural or artificial selection that favors higher values of a particular trait within a given population should engender an evolutionary response that increases the mean value of the trait. For this prediction to hold, the phenotypic variance of the trait must be caused in part by additive effects of alleles segregating in the population, and also the trait must not be too strongly genetically correlated with other traits that are under selection. Another prediction, rarely discussed in the literature, is that directional selection should favor alleles that increase phenotypic plasticity in the direction of selection, where phenotypic plasticity is defined as the ability of one genotype to produce more than one phenotype when exposed to different environments. This prediction has received relatively little empirical attention. Nonetheless, many laboratory experiments impose selection regimes that could allow for the evolution of enhanced plasticity (e.g. desiccation trials with Drosophila that last for several hours or days). We review one example that involved culturing of Drosophila on lemon for multiple generations and then tested for enhanced plasticity of detoxifying enzymes. We also review an example with vertebrates that involves selective breeding for high voluntary activity levels in house mice, targeting wheel-running behavior on days 5+6 of a 6-day wheel exposure. This selection regime allows for the possibility of wheel running itself or subordinate traits that support such running to increase in plasticity over days 1-4 of wheel access. Indeed, some traits, such as the concentration of the glucose transporter GLUT4 in gastrocnemius muscle, do show enhanced plasticity in the selected lines over a 5-6 day period. In several experiments we have housed mice from both the Selected (S) and Control (C) lines with or without wheel access for several weeks to test for differences in plasticity (training effects). A variety of patterns were observed, including no training effects in either S or C mice, similar changes in both the S and C lines, greater changes in the S lines but in the same direction in the C lines, and even opposite directions of change in the S and C lines. For some of the traits that show a greater training effect in the S lines, but in the same direction as in C lines, the greater effect can be explained statistically by the greater wheel running exhibited by S lines ('more pain, more gain'). For others, however, the differences seem to reflect inherently greater plasticity in the S lines (i.e. for a given amount of stimulus, such as wheel running/day, individuals in the S lines show a greater response as compared with individuals in the C lines). We suggest that any selection experiment in which the selective event is more than instantaneous should explore whether plasticity in the appropriate (adaptive) direction has increased as a component of the response to selection.