The immunocompetence handicap hypothesis (ICHH) of Folstad and Karter has inspired a large number of studies that have tried to understand the causal basis of parasite–mediated sexual selection. Even though this hypothesis is based on the double function of testosterone, a hormone restricted to vertebrates, studies of invertebrates have tended to provide central support for specific predictions of the ICHH. I propose an alternative hypothesis that explains many of the findings without relying on testosterone or other biochemical feedback loops. This alternative is based on Bateman's principle, that males gain fitness by increasing their mating success whilst females increase fitness through longevity because their reproductive effort is much higher. Consequently, I predict that females should invest more in immunity than males. The extent of this dimorphism is determined by the mating system and the genetic correlation between males and females in immune traits. In support of my arguments, I mainly use studies on insects that share innate immunity with vertebrates and have the advantage that they are easier to study.