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Network structure plays a critical role in functionality and performance of network systems. This paper examines structural adaptivity of diffusively coupled, directed multi-agent networks that are subject to diffusion performance. Inspired by the observation that the link redundancy in a network may degrade its diffusion performance, a distributed data-driven neighbor selection framework is proposed to adaptively adjust the network structure for improving the diffusion performance of exogenous influence over the network. Specifically, each agent is allowed to interact with only a specific subset of neighbors while global reachability from exogenous influence to all agents of the network is maintained. Both continuous-time and discrete-time directed networks are examined. For each of the two cases, we first examine the reachability properties encoded in the eigenvectors of perturbed variants of graph Laplacian or SIA matrix associated with directed networks, respectively. Then, an eigenvector-based rule for neighbor selection is proposed to derive a reduced network, on which the diffusion performance is enhanced. Finally, motivated by the necessity of distributed and data-driven implementation of the neighbor selection rule, quantitative connections between eigenvectors of the perturbed graph Laplacian and SIA matrix and relative rate of change in agent state are established, respectively. These connections immediately enable a data-driven inference of the reduced neighbor set for each agent using only locally accessible data. As an immediate extension, we further discuss the distributed data-driven construction of directed spanning trees of directed networks using the proposed neighbor selection framework. Numerical simulations are provided to demonstrate the theoretical results.