Fine scale sexual segregation outside of the mating season is common in sexually dimorphic and polygamous species, particularly in ungulates. A number of hypotheses predict sexual segregation but these are often contradictory with no agreement as to a common cause, perhaps because they are species specific. We explicitly tested three of these hypotheses which are commonly linked by a dependence on sexual dimorphism for animals which exhibit fine-scale sexual segregation; the Predation Risk Hypothesis, the Forage Selection Hypothesis, and the Activity Budget Hypothesis, in a single system the pheasant, Phasianus colchicus; a large, sedentary bird that is predominantly terrestrial and therefore analogous to ungulates rather than many avian species which sexually segregate. Over four years we reared 2,400 individually tagged pheasants from one day old and after a period of 8–10 weeks we released them into the wild. We then followed the birds for 7 months, during the period that they sexually segregate, determined their fate and collected behavioural and morphological measures pertinent to the hypotheses. Pheasants are sexually dimorphic during the entire period that they sexually segregate in the wild; males are larger than females in both body size and gut measurements. However, this did not influence predation risk and predation rates (as predicted by the Predation Risk Hypothesis), diet choice (as predicted by the Forage Selection Hypothesis), or the amount of time spent foraging, resting or walking (as predicted by the Activity Budget Hypothesis). We conclude that adult sexual size dimorphism is not responsible for sexual segregation in the pheasant in the wild. Instead, we consider that segregation may be mediated by other, perhaps social, factors. We highlight the importance of studies on a wide range of taxa to help further the knowledge of sexual segregation.