Males and females commonly differ in their life history optima and, consequently, in the optimal expression of life history, behavioral and physiological traits involved in pace-of-life syndromes (POLS). Sex differences in mean trait expression typically result if males and females exhibit different fitness optima along the same pace-of-life continuum, but the syndrome structure may also differ for the sexes. Due to sex-specific selective pressures imposed by reproductive roles and breeding strategies, the sexes may come to differ in the strength of correlation among traits, or different traits may covary in males and females. Ignorance of these selective forces operating between and within the sexes may lead to flawed conclusions about POLS manifestation in the species, and stand in the way of understanding the evolution, maintenance, and variability of POLS. We outline ways in which natural and sexual selection influence sex-specific trait evolution, and describe potential ultimate mechanisms underlying sex-specific POLS. We make predictions on how reproductive roles and the underlying sexual conflict lead to sex-specific trait covariances. These predictions lead us to conclude that sexual dimorphism in POLS is expected to be highly prevalent, allow us to assess possible consequences for POLS evolution, and provide guidelines for future studies.