Premating reproductive isolation is a strong barrier to hybridization in natural populations, but little is known about the genetic mechanisms that allow changes in mating signals to develop and whether different components of a mating signal can evolve in concert when sexual selection favors phenotypic associations between them. In this study, we report results suggesting that changes in a behavioural trait (courtship display) and multiple phenotypically associated morphological traits (dorsal fin characters and length of the gonopodium) have contributed to divergence in mating signals used by sailfin mollies. Through the use of reciprocal F1 and backcross hybrids, we show that morphological traits important in separating sailfin from shortfin molly species have a genetic basis and are inherited in an autosomal, additive manner. We also report significant associations between the size of certain morphological traits (length of the dorsal fin and length of the gonopodium) and the tendency of males to perform courtship displays or gonopodial thrusts. In particular, higher courtship display rates were associated with increased dorsal fin length but decreased gonopodium length, characteristics most similar to sailfin species. Such phenotypic associations between different components of a mating signal suggest that selective forces can act in concert on multiple aspects of the signal, hence, promoting divergence and speciation in sailfin mollies.