Anolis lizards in the Greater Antilles are thought to have diversified through natural selection on body size and shape, presumably due to interspecific competition and variation in locomotor performance. Here we measure natural selection on body size over three years and across seven replicate populations of the brown anole, A. sagrei. We experimentally manipulated an important component of the environment (population density) on several small islands to test the role of density in driving natural selection. Results indicate that the strength of natural selection was proportional to population density (r² = 0.81), and favored larger body sizes at higher density, presumably owing to the enhanced competitive ability afforded by large size. Changes in the distribution of body size by selective releases of lizards to islands show that this effect did not arise by pure density dependence, since smaller individuals were disproportionately selected against at higher densities. We measured significant broad sense heritability for body size in the laboratory (h² = 0.55) indicating that selection in the wild could have an evolutionary response. Our results suggest an important effect of population density on natural selection in Anolis lizards.