Many genes in higher eukaryotes show sexually dimorphic expression, and these genes tend to be among the most divergent between species. In most cases, however, it is not known whether this rapid divergence is caused by positive selection or if it is due to a relaxation of selective constraint. To distinguish between these two possibilities, we surveyed DNA sequence polymorphism in 91 Drosophila melanogaster genes with male-, female-, or nonsex-biased expression and determined their divergence from the sister species D. simulans. Using several single- and multilocus statistical tests, we estimated the type and strength of selection influencing the evolution of the proteins encoded by genes of each expression class. Adaptive evolution, as indicated by a relative excess of nonsynonymous divergence between species, was common among the sex-biased genes (both male and female). Male-biased genes, in particular, showed a strong and consistent signal of positive selection, while female-biased genes showed more variation in the type of selection they experience. Genes expressed equally in the two sexes, in contrast, showed no evidence for adaptive evolution between D. melanogaster and D. simulans. This suggests that sexual selection and intersexual coevolution are the major forces driving genetic differentiation between species.