Sexual dimorphism is thought to result from directional sexual selection acting on male signal traits, with female signal traits given little, if any, attention. Here, we examine male mating preferences in the Australian field cricket, Teleogryllus oceanicus. Using a multivariate selection analysis approach, we found that male preferences have the potential to exert selection on female cuticular hydrocarbons, chemical compounds widely used as sexual signals in insects. In addition to finding both stabilizing and disruptive preference gradients, we also found weak negative directional preference for female cuticular hydrocarbons. We contrast our results with a recent study examining sexual selection via female choice on male T. oceanicus cuticular hydrocarbons and suggest that differences in the form and intensity of sexual selection between the genders may provide part of the net selection differential necessary for the evolution of sexual dimorphism in this species.