Our understanding of selection in nature stems mainly from whole-season and cross-sectional estimates of selection gradients. These estimates suggest that selection is relatively constant within, but fluctuates between seasons. However, the strength of selection depends on demographics, and because demographics can vary within seasons, there is a gap in our understanding regarding the extent to which seasonal fluctuations in demographics may cause variation in selection. Here we use two populations of the golden orb-web spider (Nephila plumipes) that differ in density to examine how demographics change within a season and whether there are correlated shifts in selection. We demonstrate that there is within-season variation in sex ratio and density at multiple spatial and temporal scales. This variation led to changes in the competitive challenges that males encountered at different times of the season and was correlated with significant variation in selection gradients on male size and weight between sampling periods. We highlight the importance of understanding the biology of the organism under study to correctly determine the relevant scale in which to examine selection. We also argue that studies may underestimate the true variation in selection by averaging values, leading to misinterpretation of the effect of selection on phenotypic evolution.