Almost all life histories are phenotypically plastic: that is, life-history traits such as timing of breeding, family size or the investment in individual offspring vary with some aspect of the environment, such as temperature or food availability. One approach to understanding this phenotypic plasticity from an evolutionary point of view is to extend the optimality approach to the range of environments experienced by the organism. This approach attempts to understand the value of particular traits in terms of the selection pressures that act on them either directly or owing to trade-offs due to resource allocation and other factors such as predation risk. Because these selection pressures will between environments, the predicted optimal phenotype will too. The relationship expressing the optimal phenotype for different environments is the optimal reaction norm and describes the optimal phenotypic plasticity. However, this view of phenotypic plasticity ignores the fact that the reaction norm must be underlain by some sort of control system: cues about the environment must be collected by sense organs, integrated into a decision about the appropriate life history, and a message sent to the relevant organs to implement that decision. In multicellular animals, this control mechanism is the neuroendocrine system. The central question that this paper addresses is whether the control system affects the reaction norm that evolves. This might happen in two different ways: first, the control system will create constraints on the evolution of reaction norms if it cannot be configured to produce the optimal reaction norm and second, the control system will create additional selection pressures on reaction norms if the neuroendocrine system is costly. If either of these happens, a full understanding of the way in which selection shapes reaction norms must include details of the neuroendocrine control system. This paper presents the conceptual framework needed to explain what is meant by a constraint or cost being created by the neuroendocrine system and discusses the extent to which this occurs and some possible examples. The purpose of doing this is to encourage endocrinologists to take a fresh look at neuroendocrine mechanisms and help identify the properties of the system and situations in which these generate constraints and costs that impinge on the evolution of phenotypic plasticity.