Competition for mates has substantial effects on sensory systems and often leads to the evolution of extraordinary mating behaviours in nature. The ability of males to find sexually immature females and associate with them until mating is a remarkable example. Although several aspects of such pre-copulatory mate guarding have been investigated, little is known about the mechanisms used by males to locate immature females and assess their maturity. These are not only key components of the origin and maintenance of this mating strategy, but are also necessary for inferring the level to which females cooperate and thus the incidence of sexual conflict. We investigated the cues involved in recognition of immature females in Heliconius charithonia, a butterfly that exhibits mate guarding by perching on pupae. We found that males recognized female pupae using sex-specific volatile monoterpenes produced by them towards the end of pupal development. Considering the presumed biosynthetic pathways of such compounds and the reproductive biology of Heliconius, we propose that these monoterpenes are coevolved signals and not just sex-specific cues exploited by males. Their maintenance, despite lack of female mate choice, may be explained by variation in cost that females pay with this male behaviour under heterogeneous ecological conditions.