The environment shapes the evolution of secondary sexual traits by determining how their costs and benefits vary across the landscape. Given the thermal properties of dark coloration generally, temperature should crucially influence the costs, benefits, and geographic diversification of many secondary sexual color patterns. We tested this hypothesis using sexually selected wing coloration in a dragonfly. We find that greater wing coloration heats males—the magnitude of which improves flight performance under cool conditions but dramatically reduces it under warm conditions. In a colder region of the species’ range, behavioral observations of a wild population show that these thermal effects translate into greater territorial acquisition on thermally variable days. Finally, geo-referenced photographs taken by citizen scientists reveal that this sexually selected wing coloration is dramatically reduced in the hottest portions of the species’ range. Collectively, our results underscore temperature’s capacity to promote and constrain the evolution of sexual coloration.