In lekking species females visit male aggregations solely to copulate or have their eggs fertilized. Because lekking males do not contribute to parental care, evolutionary theory does not expect them to be choosy. However, we show here that in the cichlid fish Astatotilapia flaviijosephi the lekking males exhibit sequential mate preference that strongly suggests a trade-off between present and future reproductive effort. We tested mate preferences of A. flaviijosephi males by sequentially presenting them with two images of a gravid female, differing only in size. Previously, males were shown to prefer larger, more fecund females in simultaneous preference tests. The sequential presentation experiment reported here indicates that even in the absence of simultaneous presentation, males spent more time courting larger female images, and stayed longer in their vicinity. Thus, our study suggests that lekking males may be much choosier than previously appreciated. Furthermore, considering the intense competition among lekking males we also suggest that male choosiness, combined with other factors, may help to solve the ‘paradox of the lek’. It can make less attractive females more available to subordinate males, thereby increasing the contribution of the latter to the population gene pool and keeping genetic variability among males at a level that justifies female choice.