Classic sex role theory predicts that sexual selection should be stronger in males in taxa showing conventional sex roles and stronger in females in role reversed mating systems. To test this very central prediction and to assess the utility of different measures of sexual selection, we estimated sexual selection in both sexes in four seed beetle species with divergent sex roles using a novel experimental design. We found that sexual selection was sizeable in females and the strength of sexual selection was similar in females and males in role-reversed species. Sexual selection was overall significantly stronger in males than in females and residual selection formed a substantial component of net selection in both sexes. Furthermore, sexual selection in females was stronger in role-reversed species compared to species with conventional sex roles. Variance-based measures of sexual selection (the Bateman gradient and selection opportunities) were better predictors of sexual dimorphism in reproductive behavior and morphology across species compared to trait-based measures (selection differentials). Our results highlight the importance of using assays that incorporate components of fitness manifested after mating. We suggest that the Bateman gradient is generally the most informative measure of the strength of sexual selection in comparisons across sexes and/or species.