It is well known that sexual selection can target reproductive traits during successive pre‐ and post‐mating episodes of selection. A key focus of recent studies has been to understand and quantify how these episodes of sexual selection interact to determine overall variance in reproductive success. In this article, we review empirical developments in this field but also highlight the considerable variability in patterns of pre‐ and post‐mating sexual selection, attributable to variation in patterns of resource acquisition and allocation, ecological and social factors, genotype‐by‐environment interaction and possible methodological factors that might obscure such patterns. Our aim is to highlight how (co)variances in pre‐ and post‐mating sexually selected traits can be sensitive to changes in a range of ecological and environmental variables. We argue that failure to capture this variation when quantifying the opportunity for sexual selection may lead to erroneous conclusions about the strength, direction or form of sexual selection operating on pre‐ and post‐mating traits. Overall, we advocate for approaches that combine measures of pre‐ and post‐mating selection across contrasting environmental or ecological gradients to better understand the dynamics of sexual selection in polyandrous species. We also discuss some directions for future research in this area.