Adaptive plasticity allows organisms to cope with environmental change, thereby increasing the population’s long-term fitness. However, individual selection can only compare the fitness of individuals within each generation: if the environment changes more slowly than the generation time (i.e., a coarse-grained environment) a population will not experience selection for plasticity even if it is adaptive in the long-term. How does adaptive plasticity then evolve? One explanation is that, if competing alleles conferring different degrees of plasticity persist across multiple environments, natural selection between genetic lineages could select for adaptive plasticity (lineage selection). We show that adaptive plasticity can evolve even in the absence of such lineage selection. Instead, we propose that adaptive plasticity in coarse-grained environments evolves as a by-product of inefficient short-term natural selection: populations that rapidly evolve their phenotypes in response to selective pressures follow short-term optima, with the result that they have reduced long-term fitness across environments. Conversely, populations that accumulate limited genetic change within each environment evolve long-term adaptive plasticity even when plasticity incurs short-term costs. These results remain qualitatively similar regardless of whether we decrease the efficiency of natural selection by increasing the rate of environmental change or decreasing mutation rate, demonstrating that both factors act via the same mechanism. We demonstrate how this mechanism can be understood through the concept of learning rate. Our work shows how plastic responses that are costly in the short term, yet adaptive in the long term, can evolve as a by-product of inefficient short-term selection, without selection for plasticity at either the individual or lineage level., Author summary Organisms respond to different environments by changing how they act, look or function. When these responses improve the chances of survival, we call them adaptive plasticity. But observing adaptive plasticity does not prove that the response evolved because it improved survival. Being plastic is only selected for if individuals experience environmental variation, so that in slow changing environments plasticity may be selected against even if it is adaptive in the long term. Can adaptive plastic responses still evolve under these conditions? Yes. We use learning theory to describe how genetic changes accumulate when individual lifespan is shorter than the time between environmental changes, and show that adaptively plastic responses can evolve even when they are selected against. This is because adaptive plastic responses can evolve as the by-product of selection for different functions in different environments, as long as organisms retain some plasticity until the next environmental change. Our work demonstrates that evolution can reach general solutions even when each individual is only presented with a simple fraction of a more complex problem. This intuition could explain why plastic responses to past environments can be adaptive even to environments the entire lineage has never seen before.