Information is a key concept in evolutionary biology. Information is stored in biological organism's genomes, and used to generate the organism as well as to maintain and control it. Information is also "that which evolves". When a population adapts to a local environment, information about this environment is fixed in a representative genome. However, when an environment changes, information can be lost. At the same time, information is processed by animal brains to survive in complex environments, and the capacity for information processing also evolves. Here I review applications of information theory to the evolution of proteins as well as to the evolution of information processing in simulated agents that adapt to perform a complex task.