Much research has been devoted to study evolution of local adaptations by natural selection, and to explore the roles of neutral processes and developmental plasticity for patterns of diversity among individuals, populations and species. Some aspects, such as evolution of adaptive variation in phenotypic traits in stable environments, and the role of plasticity in predictable changing environments, are well understood. Other aspects, such as the role of sex differences for evolution in spatially heterogeneous and temporally changing environments and dynamic fitness landscapes, remain elusive. An increased understanding of evolution requires that sex differences in development, physiology, morphology, life-history and behaviours are more broadly considered. Studies of selection should take into consideration that the relationships linking phenotypes to fitness may vary not only according to environmental conditions but also differ between males and females. Such opposing selection, sex-by-environment interaction effects of selection and sex-specific developmental plasticity can have consequences for population differentiation, local adaptations and for the dynamics of polymorphisms. Integrating sex differences in analytical frameworks and population comparisons can therefore illuminate neglected evolutionary drivers and reconcile unexpected patterns. Here, I illustrate these issues using empirical examples from over 20 years of research on colour polymorphic Tetrix subulata and Tetrix undulata pygmy grasshoppers, and summarize findings from observational field studies, manipulation experiments, common garden breeding experiments and population genetics studies.This article is part of the theme issue ‘Linking local adaptation with the evolution of sex differences’.