Cognitive abilities such as learning and memory are key for survival and reproduction. Individuals with high cognitive abilities may be more successful at attracting mates and producing offspring. However, empirical tests of and evidence supporting this hypothesis remain scarce. We measured cognitive performance of male budgerigars in four tasks: problem solving, detour reaching, seed discrimination, and spatial memory. We then tested female choice for male cognition at three stages of the mating choice process: social pairing, extra-pair mating, and continued reproductive investment with a social mate. We also measured female reproductive output. We used an integrative measure of male cognitive performance that encapsulates performance across all tasks, the 'composite cognitive score' by summing performance on the four tasks. In the first stage, females did not choose their social mates based on any of the measures of male cognitive performance. In the second stage, however, males with higher composite cognitive scores sired and raised more offspring. In the third stage, females increased their reproductive investment after the first breeding attempt when paired with males with higher detour-reaching scores. These results suggest that female reproductive decisions may shape overall male cognitive performance.