Variation in the extent of sexual dimorphism among bird species is traditionally attributed to differences in social mating system. However, there are many different forms of dimorphism among birds, and not all of them show an obvious correlation with social mating system. For example, recent work has shown that many highly polygamous species are, in fact, monomorphic, whereas many putatively monogamous species are dimorphic. In this paper we break up sexual dimorphism into subcomponents and then use comparative analyses to examine the pattern of covariation between these subcomponents and various aspects of sexual, social, and parental behaviour. Our first finding is that size dimorphism and plumage–colour dimorphism do not show the same pattern of covariation. Differences in size dimorphism are associated with variation in social mating system and sex differences in parental care, whereas differences in plumage–colour dimorphism are associated with variation in the frequency of extra–bond paternity. These results suggest that size dimorphism is associated with the sort of intrasexual competition described by traditional classifications of social mating system, whereas plumage–colour dimorphism is associated with cryptic female choice. However, when we break up plumage–colour dimorphism according to whether it is due to melanins, carotenoids or structural colours, we find that each category of plumage–colour dimorphism shows a different pattern of covariation. The correlation between overall plumage–colour dimorphism and the rate of extra–bond paternity is due to structural colours, whereas melanin–based dimorphism is associated with sex differences in parental care. The former result is particularly interesting given that new work suggests structural colours are associated with active sexual displays and the reflection of ultraviolet light.