Large numbers of expression quantitative trait loci (eQTLs) have recently been identified in humans, and many of these regulatory variants have large allele frequency differences between populations. Here, we conducted genome-wide scans of selection to identify adaptive eQTLs (i.e., eQTLs with large population branch statistics). We then tested if tissue pleiotropy affects whether eQTLs are more or less likely to be adaptive and identified tissues that have been key targets of positive selection during the last 100,000 years. Top adaptive eQTL outliers include rs1043809, rs66899053, and rs2814778 (a SNP that is associated with malaria resistance). We found that effect sizes of eQTLs were negatively correlated with population branch statistics and that adaptive eQTLs affect two-thirds as many tissues as do non-adaptive eQTLs. Because the tissue breadth of an eQTL can be viewed as a measure of pleiotropy, these results imply that pleiotropy inhibits adaptation. The proportion of eQTLs that are adaptive varies by tissue, and we found that eQTLs that regulate expression in testis, thyroid, blood, or sun-exposed skin are enriched for signatures of positive selection. By contrast, eQTLs that regulate expression in the cerebrum or female-specific tissues have a relative lack of adaptive outliers. Scans of selections also reveal that many adaptive eQTLs are closely linked to disease-associated loci. Taken together, our results indicate that eQTLs have played an important role in recent human evolution.