The surprising female-limited mimicry observed in some species is a text-book example of sexually-dimorphic trait submitted to intense natural selection. Two main hypotheses have been proposed to explain female-limited mimicry in butterflies. Predation pressure favouring mimicry could be higher in females because of their slower flight, and overcome developmental constraints favouring the ancestral trait that limits the evolution of mimicry in males but not in females. Alternatively, the evolution of mimicry in males could be limited by sexual selection, generated by females preference for non-mimetic males. However, the evolutionary origin of female preference for non-mimetic males remains unclear. Here, we hypothesise that costly sexual interactions between individuals from distinct sympatric species might intensify because of mimicry, therefore promoting female preference for non-mimetic trait. Using a mathematical model, we compare the evolution of female-limited mimicry when assuming either alternative hypotheses. We show that the patterns of divergence of male and female trait from the ancestral traits can differ between these selection regimes but we specifically highlight that divergence in females trait is not a signature of the effect of natural selection. Altogether, our model reveals the complex interplay between sexual and natural selection shaping the evolution of sexually-dimorphic traits.