Female promiscuity is widespread among mammals, although its function is poorly understood. Recently, much interest has been generated by the hypothesis that female promiscuity, combined with postcopulatory paternity-biasing mechanisms, may function to reduce the costs of reproductive failure resulting from genetic incompatibility. Here, a comparative approach is used to determine if average rates of reproductive failure differ for polytocous mammal species with contrasting levels of female multiple-mating behaviour. After control for phylogeny, promiscuous species were found to have significantly lower rates of early reproductive failure than monogamous and polygynous species, in which females are relatively monandrous. Monandrous females appear to compensate for higher early reproductive failure with increased ova production, and thus produce comparable average litter sizes to those of more promiscuous females. However, there is significantly more variation around the average litter sizes produced by relatively monandrous females. These findings are broadly consistent with predictions of the genetic incompatibility avoidance hypothesis, although it is emphasized that alternative explanations cannot be ruled out on the basis of the comparative evidence presented. Further studies are needed to explore ecological correlates of multiple-mating behaviour, to investigate potential post-copulatory paternity-biasing mechanisms, and to identify the causes of reproductive failure in natural mammal populations.