Sexual size dimorphism (SSD) is one of the most common ways in which males and females differ. Male-biased SSD (when males are larger) is often attributed to sexual selection favouring large males. When females are larger (female-biased SSD), it is often argued that natural selection favouring increased fecundity (i.e. larger clutches or eggs) has co-evolved with larger female body size. Using comparative phylogenetic and multi-species regression model selection approaches, we test the hypothesis that among-species variation in female fecundity is associated with the evolution of female-biased SSD. We also ask whether the hypothesized relationship between SSD and fecundity is relaxed upon the evolution of parental care. Our results suggest a strong relationship between the evolution of fecundity and body size, but we find no significant relationship between fecundity and SSD. Similarly, there does not appear to be a relationship between fecundity and the presence or absence of parental care among species. Thus, although female body size and fecundity coevolve, selection for increased fecundity as an explanation for female-biased SSD is inconsistent with our analyses. We caution that a relationship between female body size and fecundity is insufficient evidence for fecundity selection driving the evolution of female-biased SSD.