In males of many vertebrate species, sexual selection has led to the evolution of sexually dimorphic traits, which are often developmentally controlled by androgen signaling involving androgen response elements (AREs). Evolutionary changes in the number and genomic locations of AREs can modify patterns of receptor regulation and potentially alter gene expression. Here, we use recently sequenced primate genomes to evaluate the hypothesis that the strength of sexual selection is related to the genome-wide number of AREs in a diversifying lineage. In humans, we find a higher incidence of AREs near male-biased genes and androgen-responsive genes when compared with randomly selected genes from the genome. In a set of primates, we find that gains or losses of AREs proximal to genes are correlated with changes in male expression levels and the degree of sex-biased expression of those genes. In a larger set of primates, we find that an increase in one indicator of sexual selection, canine size sexual dimorphism, is correlated with genome-wide ARE counts. Our results suggest that the responsiveness of the genome to androgens in humans and their close relatives has been shaped by sexual selection that arises from competition among males for mating access to females.