Nervous systems must not only generate specific adaptive behaviors, such as reproduction, aggression, feeding, and sleep, but also select a single behavior for execution at any given time, depending on both internal states and external environmental conditions. Despite their tremendous biological importance, the neural mechanisms of action selection remain poorly understood. In the past decade, studies in the model animal Drosophila melanogaster have demonstrated valuable neural mechanisms underlying action selection of innate behaviors. In this review, we summarize circuit mechanisms with a particular focus on a small number of sexually dimorphic neurons in controlling action selection among sex, fight, feeding, and sleep behaviors in both sexes of flies. We also discuss potentially conserved circuit configurations and neuromodulation of action selection in both the fly and mouse models, aiming to provide insights into action selection and the sexually dimorphic prioritization of innate behaviors.