Supplementation of wild salmonids with captive-bred fish is a common practice for both commercial and conservation purposes. However, evidence for lower fitness of captive-reared fish relative to wild fish has accumulated in recent years, diminishing the apparent effectiveness of supplementation as a management tool. To date, the mechanism(s) responsible for these fitness declines remain unknown. In this study, we showed with molecular parentage analysis that hatchery coho salmon (Oncorhynchus kisutch) had lower reproductive success than wild fish once they reproduced in the wild. This effect was more pronounced in males than in same-aged females. Hatchery spawned fish that were released as unfed fry (age 0), as well as hatchery fish raised for one year in the hatchery (released as smolts, age 1), both experienced lower lifetime reproductive success (RS) than wild fish. However, the subset of hatchery males that returned as 2-year olds (jacks) did not exhibit the same fitness decrease as males that returned as 3-year olds. Thus, we report three lines of evidence pointing to the absence of sexual selection in the hatchery as a contributing mechanism for fitness declines of hatchery fish in the wild: (i) hatchery fish released as unfed fry that survived to adulthood still had low RS relative to wild fish, (ii) age-3 male hatchery fish consistently showed a lower relative RS than female hatchery fish (suggesting a role for sexual selection), and (iii) age-2 jacks, which use a sneaker mating strategy, did not show the same declines as 3-year olds, which compete differently for females (again, implicating sexual selection).