How the brain selects appropriate sensory inputs and suppresses distractors is unknown. Given the well-established role of the prefrontal cortex (PFC) in executive function, its interactions with sensory cortical areas during attention have been hypothesized to control sensory selection. To test this idea and, more generally, dissect the circuits underlying sensory selection, we developed a cross-modal divided-attention task in mice that allowed genetic access to this cognitive process. By optogenetically perturbing PFC function in a temporally precise window, the ability of mice to select appropriately between conflicting visual and auditory stimuli was diminished. Equivalent sensory thalamocortical manipulations showed that behaviour was causally dependent on PFC interactions with the sensory thalamus, not sensory cortex. Consistent with this notion, we found neurons of the visual thalamic reticular nucleus (visTRN) to exhibit PFC-dependent changes in firing rate predictive of the modality selected. visTRN activity was causal to performance as confirmed by bidirectional optogenetic manipulations of this subnetwork. Using a combination of electrophysiology and intracellular chloride photometry, we demonstrated that visTRN dynamically controls visual thalamic gain through feedforward inhibition. Our experiments introduce a new subcortical model of sensory selection, in which the PFC biases thalamic reticular subnetworks to control thalamic sensory gain, selecting appropriate inputs for further processing.