Transgenerational phenotypic plasticity is a fast non-genetic response to environmental modifications that can buffer the effects of environmental stresses on populations. However, little is known about the evolution of plasticity in the absence of standing genetic variation although several non-genetic inheritance mechanisms have now been identified. Here we monitored the pea aphid transgenerational phenotypic response to ladybird predators (production of winged offspring) during 27 generations of experimental evolution in the absence of initial genetic variation (clonal multiplication starting from a single individual). We found that the frequency of winged aphids first increased rapidly in response to predators and then remained stable over 25 generations, implying a stable phenotypic reconstruction at each generation. We also found that the high frequency of winged aphids persisted for one generation after removing predators. Winged aphid frequency then entered a refractory phase during which it dropped below the level of control lines for at least two generations before returning to it. Interestingly, the persistence of the winged phenotype decreased and the refractory phase lasted longer with the increasing number of generations of exposure to predators. Finally, we found that aphids continuously exposed to predators for 22 generations evolved a significantly weaker plastic response than aphids never exposed to predators, which, in turn, increased their fitness in presence of predators. Our findings therefore showcased an example of experimental evolution of plasticity in the absence of initial genetic variation and highlight the importance of integrating several components of non-genetic inheritance to detect evolutionary responses to environmental changes.