Development in many organisms appears to show evidence of sensitive windows-periods or stages in ontogeny in which individual experience has a particularly strong influence on the phenotype (compared to other periods or stages). Despite great interest in sensitive windows from both fundamental and applied perspectives, the functional (adaptive) reasons why they have evolved are unclear. Here we outline a conceptual framework for understanding when natural selection should favour changes in plasticity across development. Our approach builds on previous theory on the evolution of phenotypic plasticity, which relates individual and population differences in plasticity to two factors: the degree of uncertainty about the environmental conditions and the extent to which experiences during development ('cues') provide information about those conditions. We argue that systematic variation in these two factors often occurs within the lifetime of a single individual, which will select for developmental changes in plasticity. Of central importance is how informational properties of the environment interact with the life history of the organism. Phenotypes may be more or less sensitive to environmental cues at different points in development because of systematic changes in (i) the frequency of cues, (ii) the informativeness of cues, (iii) the fitness benefits of information and/or (iv) the constraints on plasticity. In relatively stable environments, a sensible null expectation is that plasticity will gradually decline with age as the developing individual gathers information. We review recent models on the evolution of developmental changes in plasticity and explain how they fit into our conceptual framework. Our aim is to encourage an adaptive perspective on sensitive windows in development.