Evolutionary processes can interact with the mechanisms of steroid hormone action to drive interspecific variation in behavioural output, yet the exact nature of these interactions is poorly understood. To investigate this issue, we compare the endocrine machinery underlying the winner effect (an ability to increase winning behaviour in response to past victories) in two closely related species of Peromyscus mice. Typically, after winning a fight, California mice (Peromyscus californicus) experience a testosterone (T) surge that helps enhance their future winning behaviour, whereas white-footed mice (Peromyscus leucopus) experience neither a T surge nor a change in subsequent winning behaviour. However, our results indicate that when the post-victory T response of male white-footed mice is phenotypically engineered to resemble that of California mice, individuals are capable of developing a strong and lasting winner effect. Moreover, this 'induced' winner effect in white-footed mice qualitatively matches the winner effect that develops naturally in California mice. Taken together, these findings suggest that white-footed mice have the physiological machinery necessary to form a robust winner effect comparable to that formed by California mice, but are unable to endogenously activate this machinery after achieving winning experiences. We speculate that evolutionary processes, like selection, operate on the physiological substrates that govern post-victory T release to guide divergence in the winner effect between these two species.