Genetic variation in the regulation of gene expression is likely to be a major contributor to phenotypic variation in humans, and it also constitutes an important target of recent natural selection in human populations and plays a major role in morphological evolution. The increasing amount of data of genome and transcriptome variation is now leading to a better annotation of regulatory elements and a growing understanding of how the evolution of gene regulation has shaped human diversity. In this review, we discuss the evolutionary history of the variation in the expression of protein-coding genes in humans. We outline the current methodology for mapping regulatory variants and their distribution in human populations. General mechanisms of regulatory evolution are discussed with a special emphasis on different selective processes targeting gene regulation in humans.