Exaggerated sexually-selected traits, occurring more commonly in males, help individuals to increase reproductive success, but are costly to produce and maintain. These costs on the one hand may improve population fitness by intensifying selection against maladapted males, but on the other hand may increase the risk of extinction under environmental challenge. However, the impact of sexually selected traits on extinction risk have not been investigated experimentally. We used replicate populations of a male-dimorphic mite, Rhizoglyphus robini, to test if prevalence of a sexually-selected weapon affected the risk of extinction under gradual temperature increase (20C per generation).  In two independent experiments that utilized either inbred lines or lines mass selected for or against the weapon to establish experimental replicate populations differing in the prevalence of the weapon, we found that populations with high weapon prevalence were more likely to go extinct. Extinctions occurred despite partial suppression of the weapon expression at increased temperature and were not explained by increased male mortality. Our results provide the first, to our knowledge, experimental evidence demonstrating dramatic effect of elaborated sexual traits on the risk of extinction under environmental challenge.