The well-known phenotypic diversity of male sexual displays, and the high levels of genetic variation reported for individual display traits have generated the expectation that male display traits, and consequently male mating success, are highly evolvable. It has not been shown however that selection for male mating success, exerted by female preferences in an unmanipulated population, results in evolutionary change. Here, we tested the expectation that male mating success is highly evolvable in Drosophila bunnanda using an experimental evolution approach. Female D. bunnanda exhibit a strong, consistent preference for a specific combination of male cuticular hydrocarbons (CHCs). We used female preference to select for male mating success by propagating replicate populations from either attractive or unattractive males over 10 generations. Neither the combination of CHCs under sexual selection (the sexual signal) nor male mating success itself evolved. The lack of a response to selection was consistent with previous quantitative genetic experiments in D. bunnanda that demonstrated the virtual absence of genetic variance in the combination of CHCs under sexual selection. Persistent directional selection, such as applied by female mate choice, may erode genetic variance, resulting in multitrait evolutionary limits.