Sexual selection may contribute to the evolution of plant sexual dimorphism by favoring architecture traits that improve pollen dispersal to mates in males. In both sexes, larger individuals may be favored if large size allows the allocation of more resources to gamete production (a ‘budget’ effect of size). In wind-pollinated plants, large size may also benefit males if it allows them to liberate pollen from greater heights, fostering its dispersal (a ‘direct’ effect of size). To assess these effects and their implications for trait selection, we measured selection gradients on plant morphology in both males and females, as well as pollen production and dispersal in males, of the wind-pollinated dioecious herb Mercurialis annua. In two separate experimental common gardens established at different densities, selection strongly favored plants dispersing their pollen further. Selection for pollen production was observed in the high-density garden only and was weak. In addition, male morphologies associated with increased mean pollen dispersal differed between the two gardens as elongated branches were favored in the high-density garden while shorter plants with longer peduncles bearing inflorescences were advantaged the low-density garden. Larger females were selected in both gardens. Our results point to the importance of selection on male traits that affect pollen dispersal, and to a lesser extent pollen production.