Although cis-regulatory changes play an important role in evolution, it remains difficult to establish the contribution of natural selection to regulatory differences between species. For protein coding regions, powerful tests of natural selection have been developed based on comparisons of synonymous and non-synonymous substitutions, and analogous tests for regulatory regions would be of great utility.Here, tests for natural selection on regulatory regions are proposed based on nucleotide substitutions that occur in characterized transcription factor binding sites (an important type functional element within regulatory regions). In the absence of selection, these substitutions will tend to reduce the strength of existing binding sites. On the other hand, purifying selection will act to preserve the binding sites in regulatory regions, while positive selection can act to create or destroy binding sites, as well as change their strength. Using standard models of binding site strength and molecular evolution in the absence of selection, this intuition can be used to develop statistical tests for natural selection. Application of these tests to two well-characterized regulatory regions in Drosophila provides evidence for purifying selection.This demonstrates that it is possible to develop tests for selection on regulatory regions based on the specific functional constrains on these sequences.