Cooperation is one of the essential factors for all biological organisms in major evolutionary transitions. Recent studies have investigated the effect of migration for the evolution of cooperation. However, little is known about whether and how an individuals’ cooperativeness coevolves with mobility. One possibility is that mobility enhances cooperation by enabling cooperators to escape from defectors and form clusters; the other possibility is that mobility inhibits cooperation by helping the defectors to catch and exploit the groups of cooperators. In this study we investigate the coevolutionary dynamics by using the prisoner’s dilemma game model on a lattice structure. The computer simulations demonstrate that natural selection maintains cooperation in the form of evolutionary chasing between the cooperators and defectors. First, cooperative groups grow and collectively move in the same direction. Then, mutant defectors emerge and invade the cooperative groups, after which the defectors exploit the cooperators. Then other cooperative groups emerge due to mutation and the cycle is repeated. Here, it is worth noting that, as a result of natural selection, the mobility evolves towards directional migration, but not to random or completely fixed migration. Furthermore, with directional migration, the rate of global population extinction is lower when compared with other cases without the evolution of mobility (i.e., when mobility is preset to random or fixed). These findings illustrate the coevolutionary dynamics of cooperation and mobility through the directional chasing between cooperators and defectors.