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Evolutionary ecologists dating back to Darwin (1871) have sought to understand why males are larger than females in some species, and why females are the larger sex in others. Although the former is widespread in mammals, rodents and other small mammals usually exhibit low levels of sexual size dimorphism (SSD). Here, we investigate patterns of sexual dimorphism in 34 vole species belonging to the subfamily Arvicolinae in a phylogenetic comparative framework. We address the potential role of sexual selection and fecundity selection in creating sex differences in body size. No support was found for hyperallometric scaling of male body size to female body size. We observed a marginally significant relationship between SSD and the ratio of male to female home range size, with the latter being positively related to the level of intrasexual competition for mates. This suggests that sexual selection favours larger males. Interestingly, we also found that habitat type, but not mating system, constitutes a strong predictor of SSD. Species inhabiting open habitats – where males have extensive home ranges in order to gain access to as many females as possible – exhibit a higher mean dimorphism than species inhabiting closed habitats, where females show strong territoriality and an uniform distribution preventing males to adopt a territorial strategy for gaining copulations. Nonetheless, variation in the strength of sexual selection is not the only selective force shaping SSD in voles; we also found a positive association between female size and litter size across lineages. Assuming this relationship also exists within lineages (i.e. fecundity selection on female size), this suggests an additional role for variation in the strength of fecundity selection shaping interspecific differences in female size, and indirectly in SSD. Therefore our results suggest that different selective processes act on the sizes of males and females, but because larger size is favoured in both sexes, SSD is on average relatively small.