Rules encompass cue-action-outcome associations used to guide decisions and strategies in a specific context. Subregions of the frontal cortex including the orbitofrontal cortex (OFC) and dorsomedial prefrontal cortex (dmPFC) are implicated in rule learning, although changes in structural connectivity underlying rule learning are poorly understood. We imaged OFC axonal projections to dmPFC during training in a multiple choice foraging task and used a reinforcement learning model to quantify explore-exploit strategy use and prediction error magnitude. Here we show that rule training, but not experience of reward alone, enhances OFC bouton plasticity. Baseline bouton density and gains during training correlate with rule exploitation, while bouton loss correlates with exploration and scales with the magnitude of experienced prediction errors. We conclude that rule learning sculpts frontal cortex interconnectivity and adjusts a thermostat for the explore-exploit balance.