We are only starting to understand how variation in cognitive ability can result from local adaptations to environmental conditions. A major question in this regard is to what extent selection on cognitive ability in a specific context affects that ability in general through correlated evolution. To address this question, we performed artificial selection on visual associative learning in female Nasonia vitripennis wasps. Using appetitive conditioning in which a visual stimulus was offered in association with a host reward, the ability to learn visual associations was enhanced within 10 generations of selection. To test for correlated evolution affecting this form of learning, the ability to readily form learned associations in females was also tested using an olfactory instead of a visual stimulus in the appetitive conditioning. Additionally, we assessed whether the improved associative learning ability was expressed across sexes by color-conditioning males with a mating reward. Both females and males from the selected lines consistently demonstrated an increased associative learning ability compared to the control lines, independent of learning context or conditioned stimulus. No difference in relative volume of brain neuropils was detected between the selected and control lines.