Sexual signals such as colour ornamentation and birdsong evolve independently of each other in some clades, and in others they evolve positively or negatively correlated. We rarely know why correlated evolution does or does not occur. Here, we show positively correlated evolution between plumage colour and song motor performance among canaries, goldfinches and allies, associated with species differences in body size. When controlling for body size, the pattern of correlated evolution between song performance and colour disappeared. Syllable diversity was not as strongly associated with size, and did not evolve in a correlated manner with colour. We argue that correlated evolution between song and colour was mediated by large size limiting song motor performance, likely due to constraints on the speed of moving heavier bills, and by larger species having less saturated plumage colour, possibly due to life-history traits of larger birds (e.g. longevity, stable pairs) contributing to weaker sexual selection. Results are consistent with the hypothesis that correlated evolution between sexual signals is influenced by how, in a clade, selective pressures and constraints affecting each type of signal happen to be co-distributed across species. Such contingency helps explain the diversity in clade-specific patterns of correlated evolution between sexual signals.