1. Although life-history theory predicts substantial costs of reproduction, individuals often show positive correlations among life-history traits, rather than trade-offs. The apparent absence of reproductive costs may result from heterogeneity in individual quality. 2. Using detailed longitudinal data from three contrasted ungulate populations (mountain goats, Oreamnos americanus; bighorn sheep, Ovis canadensis; and roe deer, Capreolus capreolus), we assessed how individual quality affects the probability of detecting a cost of current reproduction on future reproduction for females. We used a composite measure of individual quality based on variations in longevity (all species), success in the last breeding opportunity before death (goats and sheep), adult mass (all species), and social rank (goats only). 3. In all species, high-quality females consistently had a higher probability of reproduction, irrespective of previous reproductive status. In mountain goats, we detected a cost of reproduction only after accounting for differences in individual quality. Only low-quality female goats were less likely to reproduce following years of breeding than of nonbreeding. Offspring survival was lower in bighorn ewes following years of successful breeding than after years when no lamb was produced, but only for low-quality females, suggesting that a cost of reproduction only occurred for low-quality females. 4. Because costs of reproduction differ among females, studies of life-history evolution must account for heterogeneity in individual quality.