Abstract Background Pleiotropy describes the phenomenon in which a gene affects multiple phenotypes. The extent of pleiotropy is still disputed, mainly because of issues of inadequate power of analyses. A further challenge is that empirical tests of pleiotropy are restricted to a small subset of all possible phenotypes. To overcome these limitations, we propose a new measurement of pleiotropy that integrates across many phenotypes and multiple generations to improve power. Results We infer pleiotropy from the fitness cost imposed by frequency changes of pleiotropic loci. Mixing Drosophila simulans populations, which adapted independently to the same new environment using different sets of genes, we show that the adaptive frequency changes have been accompanied by measurable fitness costs. Conclusions Unlike previous studies characterizing the molecular basis of pleiotropy, we show that many loci, each of weak effect, contribute to genome-wide pleiotropy. We propose that the costs of pleiotropy are reduced by the modular architecture of gene expression, which facilitates adaptive gene expression changes with low impact on other functions.