Genetic differentiation arises due to the interaction between natural and sexual selection, migration and genetic drift. A potential role of sexual selection in speciation has received much interest, although comparative studies are inconsistent in finding supporting evidence. A poorly tested prediction is that species subject to a higher intensity of sexual selection should show greater genetic differentiation amongst populations because females from these populations should be more choosy in mate choice. The Goodeinae is a group of endemic Mexican fishes in which female choice has driven some species to be morphologically sexually dimorphic, whereas others are relatively monomorphic. Here, we measured population divergence, using microsatellite loci, within four goodeid species which show contrasting levels of sexual dimorphism. We found higher levels of differentiation between populations of the more dimorphic species, implying less gene flow between populations. We also found evidence of higher levels of genetic differences between the sexes within populations of the dimorphic species, consistent with greater dispersal in males. Adjusted for geographic distance, the mean F(ST) for the dimorphic species is 0.25 compared with 0.16 for the less dimorphic species. We conclude that population differentiation is accelerated in more sexually dimorphic species, and that comparative phylogeography may provide a more powerful approach to detecting processes, such as an influence of sexual selection on differentiation, than broad-scale comparative studies.