Feature interaction selection is a fundamental problem in commercial recommender systems. Most approaches equally enumerate all features and interactions by the same pre-defined operation under expert guidance. Their recommendation is unsatisfactory sometimes due to the following issues: (1)~They cannot ensure the learning abilities of models because their architectures are poorly adaptable to tasks and data; (2)~Useless features and interactions can bring unnecessary noise and complicate the training process. In this paper, we aim to adaptively evolve the model to select appropriate operations, features, and interactions under task guidance. Inspired by the evolution and functioning of natural organisms, we propose a novel \textsl{Cognitive EvoLutionary Learning (CELL)} framework, where cognitive ability refers to a property of organisms that allows them to react and survive in diverse environments. It consists of three stages, i.e., DNA search, genome search, and model functioning. Specifically, if we regard the relationship between models and tasks as the relationship between organisms and natural environments, interactions of feature pairs can be analogous to double-stranded DNA, of which relevant features and interactions can be analogous to genomes. Along this line, we diagnose the fitness of the model on operations, features, and interactions to simulate the survival rates of organisms for natural selection. We show that CELL can adaptively evolve into different models for different tasks and data, which enables practitioners to access off-the-shelf models. Extensive experiments on four real-world datasets demonstrate that CELL significantly outperforms state-of-the-art baselines. Also, we conduct synthetic experiments to ascertain that CELL can consistently discover the pre-defined interaction patterns for feature pairs.