Male genitalia are recognised as being the most diverse morphological structures in the animal kingdom. There is also evidence of complexity in female genitalia suggesting that female genitals are also subject to strong selection yet studies of the evolution of genitalia have largely neglected to investigate this variation. The main hypotheses that have been proposed to explain the elaboration of male and female genital morphology include the lock and key and sexual selection hypotheses. These contrasting hypotheses make different predictions about the form of selection on genitals but all predict the co-evolution of female genital morphology or sensory traits that interact with male genital morphology. We use multivariate selection analysis to describe the form of selection on male and female genitalia in the red flour beetle Tribolium castaneum that is imposed during mating and test for a correlation between male and female genital structures. Moreover, if sexual selection is an important driver of genital diversification the strength of this correlation should reflect the intensity of sexual selection on male and female genital structures that interact. We investigate the effects of elevated and relaxed sexual selection on the coevolution of male and female genitalia using experimental evolution lines of T. castaneum. We show that stabilizing sexual selection tends to drive the evolution of male and female genital morphology to a fitness peak. Our study also suggests that female genitalia may select on variation in aspects of male genitalia, supporting the notion that studies of male and female genitalia are important for our understanding of the evolution of animal genitalia.