A lack of recombination leads to the degeneration of an evolving Y chromosome. However, it is not known whether gene loss is largely a random process and primarily driven by the order in which mutations occur or whether certain categories of genes are lost less quickly than others; the latter would imply that selection counteracts the degeneration of Y chromosomes to some extent. In this study, we investigate the relationship between putative ancestral expression levels of neo-Y–linked genes in Drosophila miranda and their rates of degeneration. We use RNA-Seq data from its close relative Drosophila pseudoobscura to show that genes that have become nonfunctional on the D. miranda neo-Y had, on average, lower ancestral transcript levels and were expressed in fewer tissues compared with genes with intact reading frames. We also show that genes with male-biased expression are retained for longer on the neo-Y compared with female-biased genes. Our results imply that gene loss on the neo-Y is not a purely random, mutation-driven process. Instead, selection is—at least to some extent—preserving the function of genes that are more costly to lose, despite the strongly reduced efficacy of selection on the neo-Y chromosome.