Sexual dimorphism is presumed to reflect adaptive divergence in response to selection favouring different optimal character states in the two sexes. Here, we analyse patterns of sexual dimorphism in the cuticular hydrocarbons of the Australian field cricket Teleogryllus oceanicus using gas chromatography. Ten of the 25 peaks found in our chromatographs, differed in their relative abundance between the sexes. The presence of sexual dimorphism in T. oceanicus is discussed in reference to a review of sexual dimorphism in cuticular hydrocarbons of other insects. We found that this trait has been examined in 103 species across seven different orders. Seventy-six of these species (73%) displayed sex specificity of cuticular hydrocarbons, the presence/absence of which does not appear to be directly linked to phylogeny. The occurrence of sexual dimorphism in cuticular hydrocarbons of some but not other species, and the extent of variation within genera, suggest that this divergence has been driven primarily by sexual selection.