Environmental change has been observed to generate simultaneous responses in population dynamics, life history, gene frequencies, and morphology in a number of species. But how common are such eco-evolutionary responses to environmental change likely to be? Are they inevitable, or do they require a specific type of change? Can we accurately predict eco-evolutionary responses? We address these questions using theory and data from the study of Yellowstone wolves. We show that environmental change is expected to generate eco-evolutionary change, that changes in the average environment will affect wolves to a greater extent than changes in how variable it is, and that accurate prediction of the consequences of environmental change will probably prove elusive.