A breeding goal accounting for the effects of genotype by environment interaction (G x E) has to define not only traits but also the environment in which those traits are to be improved. The aim of this study was to predict the selection response in the coefficients of a linear reaction norm, and response in average phenotypic value in any environment, when mass selection is applied to a trait where G x E is modelled as a linear reaction norm. The optimum environment in which to test the selection candidates for a given breeding objective was derived. Optimisation of the selection environment can be used as a means to either maximise genetic progress in a certain response environment, to keep the change in environmental sensitivity at a desired rate, or to reduce the proportion of animals performing below an acceptance level. The results showed that the optimum selection environment is not always equal to the environment in which the response is to be realised, but depends on the degree of G x E (determined by the ratio of variances in slope and level of a linear reaction norm), the correlation between level and slope, and the heritability of the trait.