Many studies assume that an increase in brain size is beneficial. However, the costs of producing and maintaining a brain are high, and we argue that brain size should be secondarily reduced by natural selection whenever the costs outweigh the benefits. Our results confirm this by showing that brain size is subject to bidirectional selection. Relative to the ancestral state, brain size in bats has been reduced in fast flyers, while it has increased in manoeuvrable flyers adapted to flight in complex habitats. This study emphasizes that brain reduction and enlargement are equally important, and they should both be considered when investigating brain size evolution.