Sexual size dimorphism (SSD) in animal species can result from the interplay between natural and sexual selection. In this paper we review the impact of sexual and natural selection on grasshopper body size and the evolution of SSD. Mate choice by females, and natural selection on female fecundity could explain an evolutionary trend to increase SSD in species in which females receive nutritional benefits during mating. In general, sexual selection is stronger in males than females. However, when females receive nutritional resources from males during mating, selection could be stronger in females than males. These resources constitute high energetic costs to males and it is expected that this promotes an increment in male mate selectivity. Higher female-biased SSD might evolve as a result of polyandry in species where males transfer nutritional benefits in the ejaculate. This hypothesis is testable at both macro- and microevolutionary levels. Finally, we discuss the relationship between body size and mate-guarding duration and its evolutionary implications and propose future studies to analyze the evolution of SSD and mate-guarding duration in grasshoppers.