1. Changes in the abundance of populations have always perplexed ecologists but long-term studies are revealing new insights into population dynamic processes. Long-term data are often derived from harvest records although many wild populations face high harvesting pressures leading to overharvesting and extinction. Additionally, harvest records used to describe population processes such as fluctuations in abundance and reproductive success often assume a random off-take. 2. Selective harvesting based on phenotypic characteristics occurs in many species (e.g. trophy hunting, fisheries) and has important implications for population dynamics, conservation and management. 3. In species with no marked morphological differences between the age and sex classes, such as the red grouse Lagopus lagopus scoticus during the shooting season, hunters cannot consciously select for a specific sex or age class during the shooting process but harvest records could still give a biased reflection of the population structure because of differences in behaviour between age and sex classes. 4. This study compared age and sex ratios in the bag with those in the population before shooting for red grouse at different points in the shooting season and different densities, which has rarely been tested before. 5. More young than old grouse were shot at large bag sizes and vice versa for small bag sizes than would be expected from the population composition before shooting. The susceptibility of old males to shooting compared to females increased with bag size and was high at the first time the area was shot but decreased with the number of times an area was harvested. 6. These findings stress that the assumption made in many studies that harvest records reflect the age and sex ratio of the population and therefore reflect productivity can be misleading. 7. In this paper, as in the literature, it is also shown that number of grouse shot reflects grouse density and therefore that hunting selectivity might influence population dynamics in a cyclic species. 8. The study is not only relevant for red grouse but applies to systems showing interactions between selective harvesting and wider ecological processes, such as age- and sex-related parasitism and territoriality, which may drive population fluctuations.