We experimentally investigated the fitness consequences of female mate choice in order to test the relative importance of three competing but non–exclusive hypotheses for the maintenance of pronounced female mating preferences on leks: that females benefit directly; that they gain indirect Fisherian benefits by producing more attractive sons; or that they benefit indirectly because preferred males possess ‘good genes’ that confer increased viability on their sons and daughters. We allowed lekking female sandflies, Lutzomyia longipalpis, to choose between males of varying attractiveness to females, and monitored the consequences for their own survival and reproductive success as well as for their offspring. In contrast to the predictions of the direct–benefits model, we found no clear sire effect on the fecundity or survival of the females themselves; females mating with more attractive males did survive longer after oviposition, but never long enough to undertake a second batch of egg laying. We also found no evidence that females gained good–genes benefits in terms of enhanced offspring survival. However, we did find that generally attractive males fathered sons who were then chosen when they in turn formed leks. Although not completely precluding other benefits, our results indicate that Fisherian benefits are at least partly responsible for maintaining female choice at L. longipalpis leks. These findings indicate the importance of testing all putative benefits concurrently in exploring the maintenance of female mate choice.