The evolution of sexual dimorphism may occur when natural and sexual selection result in different optimum trait values for males and females. Perhaps the most prominent examples of sexual dimorphism occur in sexually selected traits, for which males usually display exaggerated trait levels, while females may show reduced expression of the trait. In some species, females also exhibit secondary sexual traits that may either be a consequence of a correlated response to sexual selection on males or direct sexual selection for female secondary sexual traits. In this experiment, we simultaneously measure the intersex genetic correlations and the relative strength of sexual selection on males and females for a set of cuticular hydrocarbons in Drosophila serrata. There was significant directional sexual selection on both male and female cuticular hydrocarbons: the strength of sexual selection did not differ among the sexes but males and females preferred different cuticular hydrocarbons. In contrast with many previous studies of sexual dimorphism, intersex genetic correlations were low. The evolution of sexual dimorphism in D. serrata appears to have been achieved by sex-limited expression of traits controlled by genes on the X chromosome and is likely to be in its final stages.