Genomic levels of variation can help reveal the selective and demographic forces that have affected a species during its history. The relative amount of genetic diversity observed on the sex chromosomes as compared to the autosomes is predicted to differ among monogamous and polygynous species. Many species show departures from the expectation for monogamy, but it can be difficult to conclude that this pattern results from variation in mating system because forces other than sexual selection can act upon sex chromosome genetic diversity. As a critical test of the role of mating system, we compared levels of genetic diversity on the Z chromosome and autosomes of phylogenetically independent pairs of shorebirds that differed in their mating systems. We found general support for sexual selection shaping sex chromosome diversity because most polygynous species showed relatively reduced genetic variation on their Z chromosomes as compared to monogamous species. Differences in levels of genetic diversity between the sex chromosomes and autosomes may therefore contribute to understanding the long-term history of sexual selection experienced by a species.