Animal genitalia show two striking but incompletely understood evolutionary trends: a great evolutionary divergence in the shape of genitalic structures, and characteristic structural complexity. Both features are thought to result from sexual selection, but explicit comparative tests are hampered by the fact that it is difficult to quantify both morphological complexity and divergence in shape. We undertake a comparative study of multiple nongenitalic and male genital traits in a clade of 15 water strider species to quantify complexity and shape divergence. We show that genital structures are more complex and their shape more divergent among species than nongenital traits. Further, intromittent genital traits are more complex and have evolved more divergently than nonintromittent genital traits. More importantly, shape and complexity of nonintromittent genital traits show correlated evolution with indices of premating sexual selection and intromittent genital traits with postmating sexual selection, suggesting that the evolution of different components of genital morphology are shaped independently by distinct forms of sexual selection. Our quantitative results provide direct comparative support for the hypothesis that sexual selection is associated with morphological complexity in genitalic traits and highlight the importance of quantifying morphological shape and complexity, rather than size in studies of genital evolution.