Sex-determining systems may evolve rapidly and contribute to lineage diversification. In fact, recent work has suggested an integral role of sex chromosome evolution in models of speciation. We use quantitative trait loci analysis of restriction site-associated DNA -tag single nucleotide polymorphisms to identify multiple loci responsible for sex determination and reproductively adaptive color phenotypes in Lake Malawi cichlids. We detect a complex epistatic sex system consisting of a major female heterogametic ZW locus on chromosome 5, two separate male heterogametic XY loci on chromosome 7, and two additional interacting loci on chromosomes 3 and 20. Our data support the known chromosomal linkage between orange blotch color and ZW, as well as novel genetic associations between male blue nuptial color and two sex determining regions (an XY and ZW locus). These results provide further empirical evidence for a complex antagonistic sex-color system in this species flock and suggest a possible role for, and effect of, polygenic sex-determining systems in rapid evolutionary diversification.