Genes that belong to the same functional pathways are often packaged into operons in prokaryotes. However, aside from examples in nematode genomes, this form of transcriptional regulation appears to be absent in eukaryotes. Nevertheless, a number of recent studies have shown that gene order in eukaryotic genomes is not completely random, and that genes with similar expression patterns tend to be clustered together. What remains unclear is whether co-expressed genes have been gathered together by natural selection to facilitate their regulation, or if the genes are co-expressed simply by virtue of their being close together in the genome. Here, we show that gene expression clusters tend to contain fewer chromosomal breakpoints between human and mouse than expected by chance, which indicates that they are being held together by natural selection. This conclusion applies to clusters defined on the basis of broad (housekeeping) expression, or on the basis of correlated transcription profiles across tissues. Contrary to previous reports, we find that genes with high expression are not clustered to a greater extent than expected by chance and are not conserved during evolution.