Natural selection is often invoked to explain differences in brain size among vertebrates. Yet, the particular agents of selection that act on the brain remain obscure. Recent studies suggest that predation may exert strong positive selection on brain size because increased cognitive and sensory abilities are necessary for eluding predators. There is, however, little direct evidence that predation causes the evolution of larger brains in prey species. We tested this prediction by exposing benthic-limnetic hybrid families of threespine stickleback to predation under naturalistic conditions, along with matched controls. After one generation of selection, we quantified the size of four brain regions of fish from each treatment. We found, contrary to expectation, that predation selected for a smaller telencephalon, optic lobe, and cerebellum in both males and females. After an additional generation of selection, we reared experimental fish in a common environment and found that the optic lobe remained significantly smaller in the offspring of fish from the predation treatment, with the other lobes trending in a similar direction. Our results provide direct experimental evidence that predation can drive the evolution of brain size -- but not in the direction commonly expected.