Evolution by niche construction occurs when organism-mediated modification of the environment causes an evolutionary response. Physicists have postulated that evolution in general, and evolution mediated via feedbacks between organisms and their environment in particular (i.e. evolution by niche construction), could increase the capacity of biological systems to dissipate free energy in an open thermodynamic system, and help them maintain a state far from thermodynamic equilibrium. Here, we propose using the bacterium Pseudomonas fluorescens (strain SBW25) as a model system to experimentally test theories in both evolutionary biology (e.g. niche construction) and physics (e.g. dissipative systems theory). P. fluorescens rapidly and predictably evolves multiple strategies for exploiting oxygen in unmixed culture flasks. This evolutionary dynamic is mediated by feedbacks between the modification of the oxygen gradient by P. fluorescens and the ecological and evolutionary responses of Pseudomonas to modified environmental conditions. To confirm this, we experimentally manipulated two aspects of the system that influence the strength of the feedback between P. fluorescens and oxygen gradients in the system. First, we inhibited the metabolism of the strain used to inoculate the cultures, and, second, we disturbed the formation of mats at the air–liquid interface. Overall, we found convincing experimental evidence of evolution by niche construction, and conclude that this study system is amenable to experimental investigations of both niche construction and dissipative systems theory.