© 2015 The Association for the Study of Animal Behaviour. Exaggerated horns are a characteristic feature of many male rhinoceros beetles. We surveyed and compared the scaling relationships of these sexually selected weapons for 31 Dynastinae species with different degrees of horn exaggeration. We found that nearly all rhinoceros beetle species were male dimorphic, that the allometric slope of major males was consistently shallower than the slope of minor males, and that the decrease in slope was greatest among species with the most exaggerated horns. These patterns are consistent with the curved allometries of stag beetle mandibles and giraffe weevil rostra, and suggest that the depletion of developmental resources is a general phenomenon limiting the continued exaggeration of insect weapons. The dimorphisms in horn morphology are expected to correspond to behavioural differences between major and minor males, but little is still known about the mating tactics of most rhinoceros beetle species. Future studies on the relative benefits and performance of horns during male-male combat are needed to fully understand the diversity of horn allometries and the evolution of exaggerated structures.