Although there are several hypotheses for sex-specific ornamentation, few studies have measured selection in both sexes. We compare sexual selection in male and female dance flies, Rhamphomyia longicauda (Diptera: Empididae). Swarming females display size-enhancing abdominal sacs, enlarged wings and decorated tibiae, and compete for nuptial gifts provided by males. Males preferentially approach large females, but the nature of selection and whether it is sex-specific are unknown. We found contrasting sexual selection for mating success on structures shared by males and females. In females, long wings and short tibiae were favoured, whereas males with short wings and long tibiae had a mating advantage. There was no assortative mating. Females occupying potentially advantageous swarm positions were large and, in contrast to selection for mating success, tended to have larger tibiae than those of rivals. We discuss our findings in the context of both the mating biology of dance flies, and the evolution of sexual dimorphism in general.