The interaction between environmental variation and population dynamics is of major importance, particularly for managed and economically important species, and especially given contemporary changes in climate variability. Recent analyses of exploited animal populations contested whether exploitation or environmental variation has the greatest influence on the stability of population dynamics, with consequences for variation in yield and extinction risk. Theoretical studies however have shown that harvesting can increase or decrease population variability depending on environmental variation, and requested controlled empirical studies to test predictions. Here, we use an invertebrate model species in experimental microcosms to explore the interaction between selective harvesting and environmental variation in food availability in affecting the variability of stage‐structured animal populations over 20 generations. In a constant food environment, harvesting adults had negligible impact on population variability or population size, but in the variable food environments, harvesting adults increased population variability and reduced its size. The impact of harvesting on population variability differed between proportional and threshold harvesting, between randomly and periodically varying environments, and at different points of the time series. Our study suggests that predicting the responses to selective harvesting is sensitive to the demographic structures and processes that emerge in environments with different patterns of environmental variation.