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Theoretical work exploring dispersal evolution focuses on the emigration rate of individuals and typically assumes that movement occurs either at random to any other patch or to one of the nearest-neighbour patches. There is a lack of work exploring the process by which individuals move between patches, and how this process evolves. This is of concern because any organism that can exert control over dispersal direction can potentially evolve efficiencies in locating patches, and the process by which individuals find new patches will potentially have major effects on metapopulation dynamics and gene flow. Here, we take an initial step towards filling this knowledge gap. To do this we constructed a continuous space population model, in which individuals each carry heritable trait values that specify the characteristics of the biased correlated random walk they use to disperse from their natal patch. We explore how the evolution of the random walk depends upon the cost of dispersal, the density of patches in the landscape, and the emigration rate. The clearest result is that highly correlated walks always evolved (individuals tended to disperse in relatively straight lines from their natal patch), reflecting the efficiency of straight-line movement. In our models, more costly dispersal resulted in walks with higher correlation between successive steps. However, the exact walk that evolved also depended upon the density of suitable habitat patches, with low density habitat evolving more biased walks (individuals which orient towards suitable habitat at quite large distances from that habitat). Thus, low density habitat will tend to develop individuals which disperse efficiently between adjacent habitat patches but which only rarely disperse to more distant patches; a result that has clear implications for metapopulation theory. Hence, an understanding of the movement behaviour of dispersing individuals is critical for robust long-term predictions of population dynamics in fragmented landscapes.