Understanding how selection acts on traits individually and in combination is an important step in deciphering the mechanisms driving evolutionary change, but for most species, and especially those in which sexual selection acts more strongly on females than on males, we have no estimates of selection coefficients pertaining to the multivariate sexually selected phenotype. Here, we use a laboratory-based mesocosm experiment to quantify pre- and post-mating selection on female secondary sexual traits in the Gulf pipefish (Syngnathus scovelli), a sexually dimorphic, sex-role-reversed species in which ornamented females compete for access to choosy males. We calculate selection differentials and gradients on female traits, including ornament area, ornament number and body size for three episodes of selection related to female reproductive success (number of mates, number of eggs transferred and number of surviving embryos). Selection is strong on both ornament area and ornament size, and the majority of selection occurs during the premating episode of selection. Interestingly, selection on female body size, which has been detected in previous studies of Gulf pipefish, appears to be indirect, as evidenced by a multivariate analysis of selection gradients. Our results show that sexual selection favours either many bands or larger bands in female Gulf pipefish.