Locomotor performance constitutes a major component of whole-animal performance and is involved in several fitness-related behaviors. Locomotor capabilities may also correspond positively or negatively to sexually selected traits (e.g., male ornamentation and/or courtship displays). Negative correlations are predicted if secondary sexual traits take the form of morphological modifications that impose physical or energetic limitations. We tested this cost of secondary sexual traits by comparing locomotor performance in male Schizocosa wolf spiders that exhibit two distinct phenotypes. These phenotypes vary in the presence/absence of a morphological feature assumed to function as sexual ornamentation—foreleg brushes. Given the conspicuously large brushes of hair on the brush-legged phenotype, we expected these males to suffer in locomotor performance. We tested this cost by comparing locomotor performance among male phenotypes (brush-legged and non-ornamented) and females at immature and adult life stages. We did not find strong support for costs of brushes on locomotion. First, brush-legged males showed similar average speeds and endurance as both non-ornamented males and females. Second, while brush-legged males were slower at maximum speeds than non-ornamented males as matures (but not as immatures), they were no slower than mature females. Further, we found no variation in endurance among phenotypes or life stages. Finally, brush size did not correspond to speed. Patterns of morphological variation in traits other than ornamentation may explain these patterns: when morphological variation in leg lengths was accounted for, differences in maximum speed among groups disappeared. We suggest that the faster speeds achieved by non-ornamented males arise as a by-product of selection on morphology and musculature potentially necessary for vigorous courtship.