The evolution of gene expression is constrained by the topology of gene regulatory networks, as co-expressed genes are likely to have their expressions affected together by mutations. Conversely, co-expression can also be an advantage when genes are under joint selection. Here, we assessed theoretically whether correlated selection (selection for a combination of traits) was able to affect the pattern of correlated gene expressions and the underlying gene regulatory networks. We ran individual-based simulations, applying a stabilizing correlated fitness function to three genetic architectures: a quantitative genetics (multilinear) model featuring epistasis and pleiotropy, a quantitative genetics model where each genes has an independent mutational structure, and a gene regulatory network model, mimicking the mechanisms of gene expression regulation. Simulations showed that correlated mutational effects evolved in the three genetic architectures as a response to correlated selection, but the response in gene networks was specific. The intensity of gene co-expression was mostly explained by the regulatory distance between genes (largest correlations being associated to genes directly interacting with each other), and the sign of co-expression was associated with the nature of the regulation (transcription activation or inhibition). These results concur to the idea that gene network topologies could partly reflect past selection patterns on gene expression.