Sexual selection drives the evolution of traits involved in the competition for mates. Although considerable research has focused on the evolution of sexually selected traits, their underlying genetic architecture is poorly resolved. Here I address the pleiotropic effects and genomic locations of sexually selected genes. These two important characteristics can impose considerable constraints on evolvability and may influence our understanding of the process of sexual selection. Theoretical models are inconsistent regarding the genomic location of sexually selected genes. Models that do not incorporate pleiotropic effects often predict sex linkage. Conversely, sex linkage is not explicitly predicted by the condition-dependent model (which considers pleiotropic effects). Evidence largely based on reciprocal crosses supports the notion of sex linkage. However, although they infer genetic contribution, reciprocal crosses cannot identify the genes or their pleiotropic effects. By surveying the genome of Drosophila melanogaster, I provide evidence for the genomic location and pleiotropic effects of 63 putatively sexually selected genes. Interestingly, most are pleiotropic (73%), and they are not preferentially sex linked. Their pleiotropic effects include fertility, development, life span, and viability, which may contribute to condition and/or fitness. My findings may also provide evidence for the capture of genetic variation in condition via the pleiotropic effects of sexually selected genes.