Sexual size dimorphism (SSD) is often assumed to be driven by three major selective processes: (1) sexual selection influencing male size and thus mating success, (2) fecundity selection acting on females and (3) inter‐sexual resource division favouring different size in males and females to reduce competition for resources. Sexual selection should be particularly strong in species that exhibit lek polygyny, since male mating success is highly skewed in such species. We investigated whether these three selective processes are related to SSD evolution in grouse and allies (Phasianidae). Male‐biased SSD increased with body size (Rensch’s rule) and lekking species exhibited more male‐biased SSD than nonlekking ones. Directional phylogenetic analyses indicated that lekking evolved before SSD, but conclusions were highly dependent on the body size traits and chosen model values. There was no relationship between SSD and male display agility, nor did resource division influence SSD. Although clutch mass increased with female body size it was not related to the degree of SSD. Taken together, the results are most consistent with the hypothesis that lekking behaviour led to the evolution of male‐biased SSD in Phasianidae.