Animal ornamentation is typically more pronounced in males. Classical sexual selection theory predicts that males obtain greater fitness benefits than females through multiple mating because sperm are cheaper to produce than eggs. Sexual selection is therefore expected to lead to the evolution of male-biased secondary sexual characters. However, this generality has been challenged by recent studies which have emphasized that in many species females are also highly ornamented. Although, the evolution of male-like ornamentation in females is often considered a correlated genetic response to strong sexual selection on males, an alternative view is that female ornaments evolve under social selection to signal quality or status in the context of male mate choice or female competition for resources. Here we resolve this issue by analysing plumage coloration in both males and females of all ~6000 species of passerine birds (Aves: Passeriformes) and determining the main evolutionary drivers of its ornamental elaboration. Using a new method to quantify coloration, we show that socio-ecological predictor variables have a stronger effect on female than on male coloration. Colour elaboration is strongly predicted by 1) large body size, 2) “slow” life-history strategies associated with tropical breeding and 3) sexual selection on males. However, sexual selection has antagonistic effects on male and female coloration, and we show that the well-established link between sexual dichromatism and male-biased sexual selection is mostly due to reductions in female-, rather than increases in male-, ornamentation. Our results indicate that female colour elaboration is not only a correlated response to selection on males, but instead directly reflects variation in female signalling needs.