In most of the studied organisms, gene expression is associated with a number of evolutionary features pertaining to the protein-coding sequences. In particular, gene expression positively correlates with the average intensity of negative selection and influences codon usage. Here, we study the connection between gene expression and selection patterns in two species of ciliate protists of the genus Euplotes. We find that codon usage is influenced by gene expression in these organisms, pointing at additional evolutionary constraints on mutations in heavily expressed genes relative to the genes expressed at lower rates. At the same time, at the level of synonymous vs. non-synonymous substitutions we observe a stronger constraint on the genes expressed at lower rates relative to those with higher rates of expression. Our study adds to the discussion about the general evolutionary patterns and opens new questions about the mechanisms of control of gene expression in ciliates.