To understand how the central nervous system uses past experiences to generate movements that accommodate minute-by-minute environmental changes, we studied the trial-by-trial updating of the gain for initiating smooth pursuit eye movements and how this relates to the history of previous trials. Ocular responses in humans elicited by a small perturbing motion presented 300 ms after appearance of a target were used as a measure of the gain of visuomotor transmission. After the perturbation, the target was either moved horizontally (pursuit trial) or remained in a stationary position (fixation trial). The trial sequence included pursuit and fixation randomly. The amplitude of the response to the perturbation was modulated in a trial-by-trial manner based on the immediately preceding trial, with preceding fixation and pursuit trials decreasing and increasing the gain, respectively. The effect of the previous trial was larger with shorter inter-trial intervals, but did not diminish for at least 2000 ms. A time series analysis showed that the response amplitude was significantly correlated with the past few trials, with dynamics that could be approximated by a first-order linear system. The results suggest that the central nervous system integrates recent experiences to set the gain in preparation for upcoming tracking movements in a changing environment.