Natural and sexual selection shape the evolution of species, but the interplay between them is poorly understood. Two phylogenetic studies on birds have suggested that species with greater sexual dichromatism use more habitats. Here, we show that in Agamid lizards, species with more elaborate secondary sexual traits also are ecologically more opportunistic. Species with greater dimorphism in head size and ornamentation have greater altitudinal range and occupy more habitats, respectively, and species with greater sexual dichromatism have a wider microhabitat use. Body size was positively associated with sexual and ecological traits but associations between ecological and sexual traits remained after accounting for body size. The results are consistent with the earlier studies and we suggest that sexual and natural selection may be linked through sexual selection promotes generalism at the population level by favouring ‘good genes’, or higher population densities cause both stronger sexual selection and broader resource use.