Model selection is a fundamental task in Machine Learning~(ML), focusing on selecting the most suitable model from a pool of candidates by evaluating their performance on specific metrics. This process ensures optimal performance, computational efficiency, and adaptability to diverse tasks and environments. Despite its critical role, its security from the perspective of adversarial ML remains unexplored. This risk is heightened in the Machine-Learning-as-a-Service model, where users delegate the training phase and the model selection process to third-party providers, supplying data and training strategies. Therefore, attacks on model selection could harm both the user and the provider, undermining model performance and driving up operational costs. In this work, we present MOSHI (MOdel Selection HIjacking adversarial attack), the first adversarial attack specifically targeting model selection. Our novel approach manipulates model selection data to favor the adversary, even without prior knowledge of the system. Utilizing a framework based on Variational Auto Encoders, we provide evidence that an attacker can induce inefficiencies in ML deployment. We test our attack on diverse computer vision and speech recognition benchmark tasks and different settings, obtaining an average attack success rate of 75.42%. In particular, our attack causes an average 88.30% decrease in generalization capabilities, an 83.33% increase in latency, and an increase of up to 105.85% in energy consumption. These results highlight the significant vulnerabilities in model selection processes and their potential impact on real-world applications.