It has been suggested that sexual selection may have played a major role in the rapid evolution of hundreds of species of cichlid fishes in Lake Malawi. We report the results of a laboratory test of assortative mating among Lake Malawi cichlid fishes from five closely related geographical populations differing in male courtship colour. Paternity of clutches was tested using microsatellite DNA typing of offspring. Out of 1955 offspring typed, 1296 (66.3%) were sired by the male from the same population as the female, which is more than three times the rate expected if females do not differentiate among males of the different populations (20%). This result indicates that mate preferences of geographical races are strongly differentiated, consistent with the races representing incipient geographical species diverging under sexual selection exerted by female preferences for different male courtship colours.