Learning techniques in robotic grasping applications have usually been concerned with the way a hand approaches to an object, or with improving the motor control of manipulation actions. We present an active learning approach devised to face the problem of visually-guided grasp selection. We want to choose the best hand configuration for grasping a particular object using only visual information. Experimental data from real grasping actions is used, and the experience gathering process is driven by an on-line estimation of the reliability assessment capabilities of the system. The goal is to improve the selection skills of the grasping system, minimizing at the same time the cost and duration of the learning process.