It is increasingly apparent that genes and networks that influence complex behaviour are evolutionary conserved, which is paradoxical considering that behaviour is labile over evolutionary timescales. How does adaptive change in behaviour arise if behaviour is controlled by conserved, pleiotropic, and likely evolutionary constrained genes? Pleiotropy and connectedness are known to constrain the general rate of protein evolution, prompting some to suggest that the evolution of complex traits, including behaviour, is fuelled by regulatory sequence evolution. However, we seldom have data on the strength of selection on mutations in coding and regulatory sequences, and this hinders our ability to study how pleiotropy influences coding and regulatory sequence evolution. Here we use population genomics to estimate the strength of selection on coding and regulatory mutations for a transcriptional regulatory network that influences complex behaviour of honey bees. We found that replacement mutations in highly connected transcription factors and target genes experience significantly stronger negative selection relative to weakly connected transcription factors and targets. Adaptively evolving proteins were significantly more likely to reside at the periphery of the regulatory network, while proteins with signs of negative selection were near the core of the network. Interestingly, connectedness and network structure had minimal influence on the strength of selection on putative regulatory sequences for both transcription factors and their targets. Our study indicates that adaptive evolution of complex behaviour can arise because of positive selection on protein-coding mutations in peripheral genes, and on regulatory sequence mutations in both transcription factors and their targets throughout the network.