Changes in gene expression have been proposed to underlie many, or even most, adaptive differences between species. Despite the increasing acceptance of this view, only a handful of cases of adaptive gene expression evolution have been demonstrated. To address this discrepancy, we introduce a simple test for lineage-specific selection on gene expression. Applying the test to genome-wide gene expression data from the budding yeast Saccharomyces cerevisiae, we find that hundreds of gene expression levels have been subject to lineage-specific selection. Comparing these findings with independent population genetic evidence of selective sweeps suggests that this lineage-specific selection has resulted in recent sweeps at over a hundred genes, most of which led to increased transcript levels. Examination of the implicated genes revealed a specific biochemical pathway--ergosterol biosynthesis--where the expression of multiple genes has been subject to selection for reduced levels. In sum, these results suggest that adaptive evolution of gene expression is common in yeast, that regulatory adaptation can occur at the level of entire pathways, and that similar genome-wide scans may be possible in other species, including humans.