A central tenet in evolutionary theory is that mutations occur randomly with respect to their value to an organism; selection then governs whether they are fixed in a population. This principle has been challenged by long-standing theoretical models predicting that selection could modulate the rate of mutation itself. However, our understanding of how the mutation rate varies between different sites within a genome has been hindered by technical difficulties in measuring it. Here we present a study that overcomes previous limitations by combining phylogenetic and population genetic techniques. Upon comparing 34 Escherichia coli genomes, we observe that the neutral mutation rate varies by more than an order of magnitude across 2,659 genes, with mutational hot and cold spots spanning several kilobases. Importantly, the variation is not random: we detect a lower rate in highly expressed genes and in those undergoing stronger purifying selection. Our observations suggest that the mutation rate has been evolutionarily optimized to reduce the risk of deleterious mutations. Current knowledge of factors influencing the mutation rate—including transcription-coupled repair and context-dependent mutagenesis—do not explain these observations, indicating that additional mechanisms must be involved. The findings have important implications for our understanding of evolution and the control of mutations.