Fundamental to many theories of sexual selection is the expectation that sexual traits, which males use in an attempt to increase mating success, confer costs as well as benefits to individual males. Although evolution of exaggerated male traits is predicted to be halted, by costs applied by natural selection, there is a lack of empirical work devoted to quantitatively establishing whether natural selection opposes sexual selection generated by the preferences of females. In this study, we quantified natural and sexual selection gradients on breeding values for cuticular hydrocarbon (CHC) components of male contact pheromones in Drosophila serrata. As male sexual traits may often be environmentally condition dependent, breeding values were used in the selection analysis to remove the possibility of environmental correlations between the measured trait and fitness biasing estimates of selection. The direction of natural selection was found to oppose sexual selection on a subset of CHCs examined. Opposing natural and sexual selection suggests that further evolution of the male pheromone may in part be limited by costs associated with attractive male CHC blends.