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Synopsis Sexual selection drives the evolution of a broad diversity of traits, such as the enlarged claws of fiddler crabs, the high-energy behavioral displays of hummingbirds, the bright red plumage of house finches, the elaborated antennae of moths, the wing “snapping” displays of manakins and the calculated calls of túngara frogs. A majority of work in sexual selection has aimed to measure the magnitude of these traits. Yet, we know surprisingly little about the physiology shaping such a diversity of sexually selected behavior and supportive morphology. The energetic properties underlying sexual signals are ultimately fueled by metabolic machinery at multiple scales, from mitochondrial properties and enzymatic activity to hormonal regulation and the modification of muscular and neural tissues. However, different organisms have different physiological constraints and face various ecological selection pressures; thus, selection operates and interacts at multiple scales to shape sexually selected traits and behavior. In this perspective piece, we describe illustrative case studies in different organisms to emphasize that understanding the physiological and energetic mechanisms that shape sexual traits may be critical to understanding their evolution and ramifications with ecological selection. We discuss (1) the way sexual selection shapes multiple integrated components of physiology, behavior, and morphology, (2) the way that sexually selected carotenoid pigments may reflect some aspects of cellular processes, (3) the relationship between sexually selected modalities and energetics, (4) the hormone ecdysone and its role in shaping sex-specific phenotypes in insects, (5) the way varied interaction patterns and social contexts select for signaling strategies that are responsive to social scenes, and (6) the role that sexual selection may have in the exploitation of novel thermal niches. Our major objective is to describe how sexually selected behavior, physiology, and ecology are shaped in diverse organisms so that we may develop a deeper and more integrated understanding of sexual trait evolution and its ecological consequences.