The evolution of sexual communication is critically important in the diversity of arthropods, which are declining at a fast pace worldwide. Their environments are rapidly changing, with increasing chemical, acoustic, and light pollution. To predict how arthropod species will respond to changing climates, habitats, and communities, we need to understand how sexual communication systems can evolve. In the past decades, intraspecific variation in sexual signals and responses across different modalities has been identified, but never in a comparative way. In this review, we identify and compare the level and extent of intraspecific variation in sexual signals and responses across three different modalities, chemical, acoustic, and visual, focusing mostly on insects. By comparing causes and possible consequences of intraspecific variation in sexual communication among these modalities, we identify shared and unique patterns, as well as knowledge needed to predict the evolution of sexual communication systems in arthropods in a changing world. Expected final online publication date for the Annual Review of Entomology, Volume 69 is January 2024. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.