Female mate choice and male–male competition are the typical mechanisms of sexual selection. However, these two mechanisms do not always favour the same males. Furthermore, it has recently become clear that female choice can sometimes benefit males that reduce female fitness. So whether male–male competition and female choice favour the same or different males, and whether or not females benefit from mate choice, remain open questions. In the horned beetle, Gnatocerus cornutus, males have enlarged mandibles used to fight rivals, and larger mandibles provide a mating advantage when there is direct male–male competition for mates. However, it is not clear whether females prefer these highly competitive males. Here, we show that female choice targets male courtship rather than mandible size, and these two characters are not phenotypically or genetically correlated. Mating with attractive, highly courting males provided indirect benefits to females but only via the heritability of male attractiveness. However, mating with attractive males avoids the indirect costs to daughters that are generated by mating with competitive males. Our results suggest that male–male competition may constrain female mate choice, possibly reducing female fitness and generating sexual conflict over mating.