Sexual dimorphism, broadly defined as a difference in any trait between males and females, can emerge as the result of different selective pressures acting more strongly on one sex rather than the other. A wide range of animal taxa that display sexual size dimorphism exhibit an allometric relationship in which the degree of sexual dimorphism increases with body size, a pattern known as Rensch’s rule. Here, we investigated variation in wing pigmentation and body size in 640 populations of 83 species of New World libellulid dragonflies (Anisoptera, Libellulidae). First, we found that sexual dichromatism in wing pigmentation was consistent with Rensch’s rule, as the major axis regression slope was significantly greater than one (β = 1.756, 95% CI: 1.469 to 2.138, n = 69). Second, we show that sexual size dimorphism (SSD) in dragonflies is not different from unit, and there is little evidence of Rensch’s rule in SSD in the group, as this relationship is isometric. Taken together, our results provide evidence, for the first time, that a trait other than body size exhibits a pattern consistent with Rensch’s rule. These findings suggest that wing pigmentation is possibly under sex-specific or sexually antagonistic selection in species with marked male-biased sexual dichromatism.