One of the most pressing questions we face as biologists is to understand how climate change will affect the evolutionary dynamics of natural populations and how these dynamics will in turn affect population recovery. Increasing evidence shows that sexual selection favours population viability and local adaptation. However, sexual selection can also foster sexual conflict and drive the evolution of male harm to females. Male harm is extraordinarily widespread and has the potential to suppress female fitness and compromise population growth, yet we currently ignore its net effects across taxa, or its effects on local adaptation and evolutionary rescue. We conducted a comparative meta-analysis to quantify the impact of male harm on female fitness and found an overall negative effect of male harm on female fitness. Negative effects seem to depend on proxies of sexual selection, increasing in species with larger sexual size dimorphism and strong sperm competition. We then developed theoretical models to explore how male harm affects adaptation and evolutionary rescue. We show that, when sexual conflict depends on local adaptation, population decline is reduced, but at the cost of slowing down genetic adaptation. This trade-off suggests that eco-evolutionary feedbacks on sexual conflict can act like a double-edge sword, reducing extinction risk by buffering the demographic costs of climate change, but delaying genetic adaptation. However, variation in the mating system and male harm type can mitigate this trade-off. Our work shows that male harm has widespread negative effects on female fitness and productivity, identifies potential mechanistic factors underlying variability in such costs across taxa, and underscores the importance of male harm on the demographic and evolutionary processes that impact how species adapt to environmental change.