A role for sexual selection in the evolution of insect cuticular hydrocarbons (CHCs) is suggested by observations of selection acting on male CHCs during female mate choice. However, evidence that CHCs evolve in response to sexual selection is generally lacking, and there is a need to extend our understanding beyond well-studied taxa. Experimental evolution offers a powerful approach to investigate the effect of sexual selection on the evolution of insect CHCs. We conducted such an experiment using the dung beetle, Onthophagus taurus. After six, 12 and 21 generations of experimental evolution, we measured the CHCs of beetles from three populations subject to sexual selection and three populations within which sexual selection had been removed via enforced monogamy. We found that the male CHC profile responded to the experimental removal of sexual selection. Conversely, the CHC profile of females responded to the presence of sexual selection but not to its removal. These results show that sexual selection can be an important mechanism affecting the evolution of insect CHCs and that male and female CHCs can evolve independently.