Theory predicts that correlational selection on two traits will cause the major axis of the bivariate G matrix to orient itself in the same direction as the correlational selection gradient. Two testable predictions follow from this: for a given pair of traits (1) the sign of correlational selection gradient should be the same as that of the genetic correlation, and (2) the correlational selection gradient should be positively correlated with the value of the genetic correlation. We test this hypothesis with a meta-analysis utilizing empirical estimates of correlational selection gradients and measures of the correlation between the two focal traits. Our results are consistent with both predictions and hence support the underlying hypothesis that correlational selection generates a genetic correlation between the two traits and hence orients the bivariate G matrix.