Sexual dimorphism is thought to have evolved in response to selection pressures that differ between males and females. Our aim in this study was to determine the role of current net selection in shaping and maintaining contemporary sexual dimorphism in a recently established population of the house finch (Carpodacus mexicanus) in Montana. We found strong differences between sexes in direction of selection on sexually dimorphic traits, significant heritabilities of these traits, and a close congruence between current selection and observed sexual dimorphism in Montana house finches. Strong directional selection on sexually dimorphic traits and similar intensities of selection in each sex suggested that sexual dimorphism arises from adaptive responses in males and females, with both sexes being far from their local fitness optimum. This pattern is expected when a recently established population experiences continuous immigration from ecologically distinct areas of a species range or as a result of widely fluctuating selection pressures, as found in our study. Strong and sexually dimorphic selection pressures on heritable morphological traits, in combination with low phenotypic and genetic covariation among these traits during growth, may have accounted for close congruence between current selection and observed sexual dimorphism in the house finch. This conclusion is consistent with the profound adaptive population divergence in sexual dimorphism that accompanied very successful colonization of most of the North America by the house finch over the last 50 years.