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Complex phenotypes are often controlled by many interacting genes. One question emerging from such organization is how selection, acting at the phenotypic level, shapes the evolution of genes involved in regulatory networks controlling the phenotypes. We studied this issue through a matrix model of such networks. In a population submitted to selection, we simulated the evolution of a quantitative trait controlled by a set of loci that regulate each other through positive or negative interactions. Investigating several levels of selection intensity on the trait, we studied the evolution of regulation intensity between the genes and the evolution of the genetic diversity of those genes as an indirect measure of the strength of selection acting on them. We show that an increasing intensity of selection on the phenotype leads to an increased level of regulation between the loci. Moreover, we found that the genes responding more strongly to selection within the network were those evolving towards stronger regulatory action on the other genes and/or those that are the less regulated by the other genes. This observation is strongest for an intermediate level of selection. This may explain why several experimental studies have shown evidence of selection on regulatory genes inside gene networks.