Exaggerated traits in males can be costly and therefore can negatively affect fitness. Although these costs are thought to be male specific, traits that have a negative effect due to exaggeration are often shared between the sexes as life-history traits. When there are genetic intersexual correlations for these shared characters, the evolution of the exaggerated traits can impose these costs on nonadorned females through the intersexual correlation. Thus, the exaggerated traits can constrain optimum development of female characters, even if the females lack these exaggerations completely. However, investigation of this pattern has been largely ignored, and thus, it is necessary to investigate genetic architectures of these traits within and across the sexes. Male flour beetles, Gnatocerus cornutus, have enlarged mandibles that are used in male–male competition, but females lack this character completely. Using a traditional full-sib/half-sib breeding design, we detected a negative intrasexual genetic correlation between male weapon size and locomotor activity, but not an intersexual genetic correlation for locomotor activity. After subjecting this weapon to 17 generations of bidirectional selection, we found a correlated response to locomotor activity in the male, whereas there was no correlated response in the female. Our results suggest that the costs of exaggerated traits to locomotion are not imposed on females and would be male specific. This is partly explained by genetic decoupling of locomotor activities across the sexes.