Animals employ different sexual signal modes (e.g. visual, acoustic, chemical) in different environments and behavioural contexts. If sensory structures are costly, then evolutionary shifts in primary signal mode should be associated with changes in sensor morphology. Further, sex differences are expected if male and female signalling behaviours differ. Fireflies are known for their light displays, but many species communicate exclusively with pheromones, including species that recently lost their light signals. We performed phylogenetically-controlled analyses of male eye and antenna size in 46 North American taxa and found that light signals are associated with larger eyes and shorter antennae. In addition, following a transition from nocturnal light displays to diurnal pheromones, eye size reductions occur more rapidly than antenna size increases. In agreement with the North American taxa, across 101 worldwide firefly taxa in 32 genera, we found light displays are associated with larger eye and smaller antenna sizes in both males and females. For those taxa with both male and female data, we found sex differences in eye size and, for diurnal species, in antenna size.