Sexual selection represents a potent force that can drive rapid population differentiation in traits related to reproductive success. Hence, sexual traits are expected to show greater population divergence than non‐sexual traits. We test this prediction by exploring patterns of morphological differentiation of the exaggerated fore femur (a male‐specific sexual trait) and the wing (a non‐sexual trait) among allopatric and sympatric populations of the widespread sister dung fly species Sepsis neocynipsea and Sepsis cynipsea (Diptera: Sepsidae). While both species occur in Eurasia, S. neocynipsea also abounds in North America, albeit previous studies suggest strong differentiation in morphology, behavior, and mating systems. To evaluate the degree of differentiation expected under neutrality between S. cynipsea, European S. neocynipsea, and North American S. neocynipsea, we genotyped 30 populations at nine microsatellite markers, revealing almost equal differentiation between and minor differentiation among geographic populations within the three lineages. Landmark‐based analysis of 18 populations reared at constant 18 and 24°C in a laboratory common garden revealed moderate temperature‐dependent phenotypic plasticity and significant heritable differentiation in size and shape of male forelegs and wings among iso‐female lines of the three lineages. Following the biological species concept, there was weaker differentiation between cross‐continental populations of S. neocynipsea relative to S. cynipsea, and more fore femur differentiation between the two species in sympatry versus allopatry (presumably due to character displacement). Contrary to expectation, wing morphology showed as much shape differentiation between evolutionary independent lineages as fore femora, providing no evidence for faster diversification of traits primarily engaged in mating.