Sexual selection is responsible for the evolution of many elaborate traits, but sexual trait evolution could be influenced by opposing natural selection as well as genetic constraints. As such, the evolution of sexual traits could depend heavily on the environment if trait expression and attractiveness vary between environments. Here, male Drosophila simulans were reared across a range of diets and temperatures, and we examined differences between these environments in terms of (1) the expression of male cuticular hydrocarbons (CHCs), and (2) which male CHC profiles were most attractive to females. Temperature had a strong effect on male CHC expression, whereas the effect of diet was weaker. Male CHCs were subject to complex patterns of directional, quadratic and correlational sexual selection, and we found differences between environments in the combination of male CHCs that were most attractive to females, with clearer differences between diets than between temperatures. We also show that genetic covariance between environments is likely to cause a constraint on independent CHC evolution between environments. Our results demonstrate that even across the narrow range of environmental variation studied here, predicting the outcome of sexual selection can be extremely complicated, suggesting that studies ignoring multiple traits or environments may provide an over-simplified view of the evolution of sexual traits.