Alternative splicing is a major driver of transcriptome and proteome variation, but the role of alternative splicing in regulatory evolution remains understudied. Alternative splicing can also contribute to phenotypic plasticity, which may be critical when taxa colonize new environments. Here, we investigate variation in alternative splicing among new wild-derived strains of mice from different climates in the Americas on both a standard and high-fat diet. We show that alternative splicing is widespread and highly context-dependent. Comparisons between strains on different diets revealed abundant gene-by-environment interactions affecting alternative splicing, with most genes showing strain- and sex-specific diet responses. More often than not, genes that were differentially spliced between strains were not differentially expressed, adding to evidence that the two regulatory mechanisms often act independently. Moreover, differentially spliced genes were more widely expressed across tissues but also less central to biological networks than differentially expressed genes, suggesting differences in pleiotropic constraint. Importantly, divergence in alternative splicing was found to be predominantly driven by regulatory changes. However, changes affecting splicing make be central to plasticity as they were impacted more by environmental variation. Finally, we performed scans for selection and found that, while genes with splicing divergence more often co-localized with genomic outliers associated with metabolic traits, they were not enriched for genomic outliers. Overall, our results provide evidence that alternative splicing plays an important role in gene regulation in house mice, contributing to adaptation and plasticity.