Supervised fine-tuning of Model Context Protocol (MCP) agents is typically conducted on a static data distribution, which fails to adapt to the student's evolving capabilities and leaves newly exposed weaknesses insufficiently addressed. To address these challenges, we propose \method, an agent--data mutual evolution framework that enables MCP agents to improve through a closed loop of task evolution, trajectory evolution, and supervised fine-tuning. Specifically, \method\ assesses the student's established capabilities and capability gaps from rollout feedback to identify learning targets. Task evolution then translates these targets into executable tasks by adapting the instructions and observable environment states of compatible verified seed tasks while keeping their verifiers aligned. To provide reliable and efficient demonstrations for these tasks, trajectory evolution uses reusable skills to recover failed teacher rollouts and refine successful ones. The resulting task--trajectory pairs are used to fine-tune the student, while accepted tasks seed subsequent evolution. To close the loop, we re-evaluate the updated student and use its feedback to guide the next round of data evolution. Experiments on Toolathlon, MCPMark, and MCP-Atlas demonstrate consistent improvements over the initial student, yielding absolute gains of 16.5\%, 10.2\%, and 12.6\%, respectively. Project page: https://github.com/xagao/EvoMCP.

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