Melanism is an important component of insect cuticle and serves numerous functions that enhance fitness. Despite its importance, there is little information on its genetic basis or its phenotypic and genetic correlation with fitness-related traits. Here, we examine the heritability of melanism in the wing dimorphic sand cricket and determine its phenotypic and genetic correlation with wing morphology, gonad mass and size of the dorso-longitudinal muscles (the principle flight muscles). Previously demonstrated trade-offs among these traits are significant factors in the evolution of life history variation. Using path analysis, we show that melanization is causally related to gonad mass, but not flight muscle mass. Averaged over the sexes, the heritability of melanism was 0.61, the genetic correlation with gonad mass was −0.36 and with wing morph was 0.51. The path model correctly predicted the ranking of melanization score in lines selected for increased ovary mass, increased flight muscle mass, an index that increased both traits and an unselected control. Our results support the general hypothesis that melanization is costly for insects and negatively impacts investment in early reproduction.