Natural selection acts to select better adapted individuals or alleles in segregating population and help plant breeding. The objective of this work was to verify the effect of natural selection on microsatellite alleles as indicators of better adaptation and identification of quantitative trait loci (QTLs) for grain yield. This study evaluated 107 progenies from the F₈ and 107 from the F₂₄ generation derived from crossing Carioca MG and ESAL 686 lines, carried out by the bulk method, and evaluated in three different seasons: winter 2001; rainy 2001 and dry 2002. It utilized 22 polymorphic markers and the natural selection acted in all of them. The frequency of the alleles of the parent Carioca MG, the most adapted, was increased in all of the 22 loci in F₈ and 19 loci in F₂₄. Selection affected each locus with different intensities in different generations. All of the selected alleles can be important for breeding program. QTLs were identified in generation F₈ and F₂₄ at varied magnitudes. The best marker PVttc002 explained 11.76% of variation in grain yield. However, an elevated interaction between QTLs and the environments was observed, showing the great difficulty in assisted selection.