It is thought that behaviourally flexible species will be able to cope with novel and rapidly changing environments associated with human activity. However, it is unclear whether such environments are selecting for increases in behavioural plasticity, and whether some species show more pronounced evolutionary changes in plasticity. To test whether anthropogenic environments are selecting for increased behavioural plasticity within species, we measured variation in relative cranial capacity over time and space in 10 species of mammals. We predicted that urban populations would show greater cranial capacity than rural populations and that cranial capacity would increase over time in urban populations. Based on relevant theory, we also predicted that species capable of rapid population growth would show more pronounced evolutionary responses. We found that urban populations of two small mammal species had significantly greater cranial capacity than rural populations. In addition, species with higher fecundity showed more pronounced differentiation between urban and rural populations. Contrary to expectations, we found no increases in cranial capacity over time in urban populations—indeed, two species tended to have a decrease in cranial capacity over time in urban populations. Furthermore, rural populations of all insectivorous species measured showed significant increases in relative cranial capacity over time. Our results provide partial support for the hypothesis that urban environments select for increased behavioural plasticity, although this selection may be most pronounced early during the urban colonization process. Furthermore, these data also suggest that behavioural plasticity may be simultaneously favoured in rural environments, which are also changing because of human activity.