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The rate of evolutionary morphological change in secondary sexual characters among species has traditionally been assumed to exceed that for non-sexual characters, giving rise to a larger degree of divergence. We used a large data set of independent evolutionary events of exaggerated secondary sexual feather characters across all birds to test whether that was the case. Comparative analyses revealed that secondary sexual tail feather characters diverged more than wing feathers in females, and we also found that secondary sexual head feather characters diverged more than tarsi in males, when only including intra-order comparisons in the analyses. These results are in the predicted direction, with secondary sexual characters diverging more than ordinary morphological traits, partially supporting the general impression that secondary sexual characters are more variable among species than ordinary morphological characters. However, the degree of divergence among secondary sexual characters was generally not much larger than that among ordinary characters. Some non-significant differences in divergence between secondary sexual characters and ordinary characters could be explained by the cost-reducing function of ordinary morphological traits. There was no evidence of significant differences in divergence between sexes for secondary sexual characters, maybe because of genetic correlations in morphology between the sexes. However, male tarsi diverged more than female tarsi, and sexual selection might play a role in this difference in divergence.