An organism's phenotype can be influenced by maternal cues and directly perceived environmental cues, as well as by its genotype at polymorphic loci, which can be interpreted as a genetic cue. In fluctuating environments, natural selection favors organisms that efficiently integrate different sources of information about the likely success of phenotypic alternatives. In such situations, it can be beneficial to pass on maternal cues that offspring can respond to. A maternal cue could be based on environmental cues directly perceived by the mother but also partly on cues that were passed on by the grandmother. We have used a mathematical model to investigate how the passing of maternal cues and the integration of different sources of information evolve in response to qualitatively different kinds of temporal and spatial environmental fluctuations. The model shows that the passing of maternal cues and the transgenerational integration of sources of information readily evolve. Factors such as the degree of temporal autocorrelation, the predictive accuracy of different environmental cues, and the level of gene flow strongly influence the expression of adaptive maternal cues and the relative weights given to different sources of information. We outline the main features of the relation between the characteristics of environmental fluctuations and the adaptive systems of phenotype determination and compare these predictions with empirical studies on cue integration.