Conflicts between the sexes over control of reproduction are thought to lead to a cost of sexual selection through the evolution of male traits that manipulate female reproductive physiology and behaviour, and female traits that resist this manipulation. Although studies have begun to document negative fitness effects of sexual conflict, studies showing the expected association between sexual conflict and the specific behavioural mechanisms of sexual selection are lacking. Here we experimentally manipulated the opportunity for sexual conflict in the cockroach Nauphoeta cinerea and showed that, for this species, odour cues in the social environment influence the behavioural strategies and fitness of males and females during sexual selection. Females provided with the opportunity for discriminating between males but not necessarily mating with preferred males produced fewer male offspring than females mated at random. The number of female offspring produced was not affected, nor was the viability of the offspring. Experimental modification of the composition of the males' pheromone showed that the fecundity effects were caused by exposure to the pheromone component that makes males attractive to females but also makes males less likely to be dominant. Female mate choice therefore carries a demographic cost but functions to avoid male manipulation and aggression. Male–male competition appears to function to circumvent mate choice rather than directly manipulating females, as the mate choice can be cryptic. The dynamic struggle between the sexes for control of mating opportunities and outcomes in N.cinerea therefore reveals a unique role for sexual conflict in the evolution of the behavioural components of sexual selection.