Anisogamy is known to generate an important cost for sexual reproduction (the famous "twofold cost of sex"). However, male-female differences may have other consequences on the evolution of sex, due to the fact that selective pressures may differ among the sexes. On the one hand, intralocus sexual conflict should favor asexual females, which can fix female-beneficial, male-detrimental alleles. On the other hand, it has been suggested repeatedly that sexual selection among males may help to purge the mutation load, providing an advantage to sexual females. However, no analytical model has computed the strength of selection acting on a modifier gene affecting the frequency of sexual reproduction when selection differs between the sexes. In this paper we analyze a two-locus model using two approaches: a QLE analysis and a local stability analysis, whose predictions are verified using a multilocus simulation. We find that costly sex can be maintained when selection is stronger in males than in females, but acts in the same direction in both. Complete asexuality, however, evolves under any other form of selection. Finally, we discuss how experimental measurements of fitness variances and covariances between sexes could be used to determine the overall direction and strength on selection for sex arising from differences in selection between males and females.