Sexual selection in natural populations acts on highly heritable traits and tends to be relatively strong, implicating sexual selection as a causal agent in many phenotypic radiations. Sexual selection appears to be ineffectual in promoting phenotypic divergence among contemporary natural populations, however, and there is little evidence from artificial selection experiments that sexual fitness can evolve. Here, we demonstrate that a multivariate male trait preferred by Drosophila serrata females can respond to selection and results in the maintenance of male mating success. The response to selection was associated with a gene of major effect increasing in frequency from 12 to 35% in seven generations. No further response to selection, or increase in frequency of the major gene, was observed between generations 7 and 11, indicating an evolutionary limit had been reached. Genetic analyses excluded both depletion of genetic variation and overdominance as causes of the evolutionary limit. Relaxing artificial selection resulted in the loss of 52% of the selection response after a further five generations, demonstrating that the response under artificial sexual selection was opposed by antagonistic natural selection. We conclude that male D. serrata sexually selected traits, and attractiveness to D. serrata females conferred by these traits, were held at an evolutionary limit by the lack of genetic variation that would allow an increase in sexual fitness while simultaneously maintaining nonsexual fitness. Our results suggest that sexual selection is unlikely to cause divergence among natural populations without a concomitant change in natural selection, a conclusion consistent with observational evidence from natural populations.