Abstract Sexual dimorphism can evolve in response to sex-specific selection pressures that vary across habitats. We studied sexual differences in subterranean amphipods Niphargus living in shallow subterranean habitats (close to the surface), cave streams (intermediate), and cave lakes (deepest and most isolated). These three habitats differ because at greater depths there is lower food availability, reduced predation, and weaker seasonality. Additionally, species near the surface have a near-even adult sex ratio (ASR), whereas species from cave lakes have a female-biased ASR. We hypothesized (a) a decrease in sexual dimorphism from shallow subterranean habitats to cave lake species because of weaker sexual selection derived from changes in the ASR and (b) an increase in female body size in cave lakes because of stronger fecundity selection on account of oligotrophy, reduced predation, and weaker seasonality. We measured body size and two sexually dimorphic abdominal appendages for all 31 species and several behaviours related to male competition (activity, risk-taking, exploration) for 12 species. Species with an equal ASR that live close to the surface exhibited sexual dimorphism in all three morphological traits, but not in behaviour. The body size of females increased from the surface to cave lakes, but no such trend was observed in males. In cave lake species, males and females differed neither morphologically nor behaviourally. Our results are consistent with the possibility that sexual and fecundity selection covary across the three habitats, which indirectly and directly, respectively, shape the degree of sexual dimorphism in Niphargus species.