Thynnine wasps have an unusual mating system that involves concurrent in-flight copulation and nuptial feeding of wingless females by alate males. Consequently, thynnine genitalia play a multifunctional role and have likely been subject to various different selective pressures for both reproductive success and food provisioning. Here, we present a new molecular phylogeny for the Australian Thynninae and use 3D-geometric morphometrics and comparative methods to investigate the morphological evolution of select genital structures across the group. We found significant morphological integration between all male and female structures analysed, which is likely influenced by sexual selection, but also reproductive isolation requirements and mechanical constraints. The morphology of the primary male and female coupling structures was correlated with female body size, and female genitalia exhibited strong negative size allometry. Those male and female coupling structures have evolved at similar evolutionary rates, whereas female structures appear to have evolved a higher degree of morphological novelty over time. We conclude that the unique reproductive strategies of thynnine wasps have resulted in complex evolutionary patterns in their genital morphology, which has likely played a central role in the extensive diversification of the subfamily across Australasia and South America. Our study reinforces the need to treat composite characters such as genitalia by their component parts, and to consider the roles of both male and female reproductive structures in evolutionary studies.