Determining whether a given claim is supported by evidence is a fundamental NLP problem that is best modeled as Textual Entailment. However, given a large collection of text, finding evidence that could support or refute a given claim is a challenge in itself, amplified by the fact that different evidence might be needed to support or refute a claim. Nevertheless, most prior work decouples evidence identification from determining the truth value of the claim given the evidence. We propose to consider these two aspects jointly. We develop TwoWingOS (two-wing optimization strategy), a system that, while identifying appropriate evidence for a claim, also determines whether or not the claim is supported by the evidence. Given the claim, TwoWingOS attempts to identify a subset of the evidence candidates; given the predicted evidence, it then attempts to determine the truth value of the corresponding claim. We treat this challenge as coupled optimization problems, training a joint model for it. TwoWingOS offers two advantages: (i) Unlike pipeline systems, it facilitates flexible-size evidence set, and (ii) Joint training improves both the claim entailment and the evidence identification. Experiments on a benchmark dataset show state-of-the-art performance. Code: https://github.com/yinwenpeng/FEVER