Organisms modify and choose components of their local environments. This 'niche construction' can alter ecological processes, modify natural selection and contribute to inheritance through ecological legacies. Here, we propose that niche construction initiates and modifies the selection directly affecting the constructor, and on other species, in an orderly, directed and sustained manner. By dependably generating specific environmental states, niche construction co-directs adaptive evolution by imposing a consistent statistical bias on selection. We illustrate how niche construction can generate this evolutionary bias by comparing it with artificial selection. We suggest that it occupies the middle ground between artificial and natural selection. We show how the perspective leads to testable predictions related to: (i) reduced variance in measures of responses to natural selection in the wild; (ii) multiple trait coevolution, including the evolution of sequences of traits and patterns of parallel evolution; and (iii) a positive association between niche construction and biodiversity. More generally, we submit that evolutionary biology would benefit from greater attention to the diverse properties of all sources of selection.