Although secondary sexual traits are commonly more developed in males than females, in many animal species females also display elaborate ornaments or weaponry. Indirect selection on correlated traits in males and/or direct sexual or social selection in females are hypothesized to drive the evolution and maintenance of female ornaments. Yet, the relative roles of these evolutionary processes remain unidentified, because little is known about the genetic correlation that might exist between the ornaments of both sexes, and few estimates of sex-specific autosomal or sex-linked genetic variances are available. In this study, we used two wild blue tit populations with 9 years of measurements on two colour ornaments: one structurally based (blue crown) and one carotenoid based (yellow chest). We found significant autosomal heritability for the chromatic part of the structurally based colouration in both sexes, whereas carotenoid chroma was heritable only in males, and the achromatic part of both colour patches was mostly non heritable. Power limitations, which are probably common among most data sets collected so far in wild populations, prevented estimation of sex-linked genetic variance. Bivariate analyses revealed very strong cross-sex genetic correlations in all heritable traits, although the strength of these correlations was not related to the level of sexual dimorphism. In total, our results suggest that males and females share a majority of their genetic variation underlying colour ornamentation, and hence the evolution of these sex-specific traits may depend greatly on correlated responses to selection in the opposite sex.