Changes in feeding behaviour, especially the over-consumption of calories, has led to a rise in the rates of obesity, diabetes and other associated disorders in humans and a range of animals inhabiting human-influenced environments. However, understanding the relative contribution of genes, the nutritional environment and their interaction to dietary intake and lipid deposition in the sexes still remains a major challenge. By combining nutritional geometry with quantitative genetics, we determined the effect of genes, the nutritional environment and their interaction on the total nutritional preference (TP), total diet eaten (TE) and lipid mass (LM) of male and female black field crickets (Teleogryllus commodus) fed one of four diet pairs (DPs) differing in the ratio of protein to carbohydrate and total nutritional content. We found abundant additive genetic variance for TP, TE and LM in both sexes and across all four DPs, with significant genetic correlations between TE and TP and between TP and LM in males. We also found significant genotype-by-DP and genotype-by-sex-by-DP interactions for each trait and significant genotype-by-sex interactions for TE and LM. Complex interactions between genes, sex and the nutritional environment, therefore, play an important role in nutrient regulation and lipid deposition in T. commodus. This finding may also help explain the increasing rate of obesity and the maintenance of sex differences in obesity observed across many animal species, including humans.