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1. To mitigate effects of climate change it is important to understand species responses to increasing temperatures. This has often been done by studying survival or activity at temperature extremes. Before such extremes are reached, however, effects on fertility may already be apparent. 2. Sex differences in the thermal sensitivity of fertility (TSF) could impact species persistence under climate warming because female fertility is typically more limiting to population growth than male fertility. However, little is known about sex differences in TSF. 3. Here we first demonstrate that the mating system can strongly influence TSF using the seed beetle Callosobruchus maculatus. We exposed populations carrying artificially induced mutations to two generations of short-term experimental evolution under alternative mating systems, manipulating the opportunity for natural and sexual selection on the mutations. We then measured TSF in males and females subjected to juvenile or adult heat stress. 4. Populations kept under natural and sexual selection had higher fitness, but similar TSF, compared to control populations kept under relaxed selection. However, females had higher TSF than males, and strikingly, this sex difference had increased over only two generations in populations evolving under sexual selection. 5. We hypothesized that an increase in male-induced harm to females during mating had played a central role in driving this evolved sex difference, and indeed, remating under conditions limiting male harassment of females reduced both male and female TSF. Moreover, we show that manipulation of mating system parameters in C. maculatus generates intraspecific variation in the sex difference in TSF equal to that found among a diverse set of studies on insects. 6. Our study provides a causal link between the mating system and TSF. Sexual conflict, (re)mating rates, and genetic responses to sexual selection differ among ecological settings, mating systems and species. Our study therefore also provides mechanistic understanding for the variability in previously reported TSFs which can inform future experimental assays and predictions of species responses to climate warming.