Cope’s Rule describes increasing body size in evolutionary lineages through geological time. This pattern has been documented in unitary organisms but does it also apply to module size in colonial organisms? We address this using 1169 cheilostome bryozoans ranging through the entire 150 million years of their evolutionary history. The temporal pattern evident in cheilostomes as a whole shows no overall change in zooid (module) size. However, individual subclades show size increases: within a genus, younger species often have larger zooids than older species. Analyses of (paleo)latitudinal shifts show that this pattern cannot be explained by latitudinal effects (Bergmann’s Rule) coupled with younger species occupying higher latitudes than older species (an ‘out of the tropics’ hypothesis). While it is plausible that size increase was linked to the advantages of large zooids in feeding, competition for trophic resources and living space, other proposed mechanisms for Cope’s Rule in unitary organisms are either inapplicable to cheilostome zooid size or cannot be easily evaluated. Patterns and mechanisms in colonial organisms cannot and should not be extrapolated from the better-studied unitary organisms. And even if macroevolution simply comprises repeated rounds of microevolution, evolutionary processes occurring with lineages are not always detectable from macroevolutionary patterns.