Sexual dimorphism is a common feature in animals, yet the degree of sexual dimorphism is not constant across taxa. Sometimes the magnitude of sexual dimorphism varies systematically with body size, resulting in evolutionary allometry of sexual dimorphism. While such patterns are commonly investigated for traits such as overall size, allometric variation in sexual dimorphism of other traits remains underexplored. Here, we characterize the evolutionary allometry of sexual dimorphism in a functional phenotypic trait (jumping performance) in anurans. Using morphology and anatomical approximations of jumping performance across 146 species, we test for evidence of the correlated selection model of sexual dimorphism evolution. We analyze patterns of evolutionary allometry of sexual dimorphism in key phenotypic traits, including: body size (snout-vent length and mass), relative leg length, relative leg muscle volume, mass-specific peak jumping energy, and peak jumping velocity. We find that as previously reported, sexual size dimorphism scales isometrically between species and is independent of sexual dimorphism in jumping performance. Notably, however, we found significant trends in the evolutionary allometry of sexual dimorphism in relative limb length, and in two components of jumping performance. Additionally, we found greater rates of evolution for females versus males in relative limb length, but not jumping performance. We also observed that the allometric trends in limb length dimorphism were related to performance allometry. Sexual dimorphism in jumping performance increased in species with high performance while females in high performance species displayed increased relative limb length. Thus, we hypothesize that selection acting on functional performance explains allometric patterns of sexual dimorphism in morphology. We discuss biological implications of our findings in relation to natural and sexual selection. This study highlights the types of insights one may gain by studying the allometry of sexual dimorphism from a functional perspective to learn about both patterns and processes in evolution.