The shapes of sexually selected weapons differ widely among species. Horns, claws, tusks, and antlers are well known for their extreme size and their importance to male fitness, but the drivers of their diversity remain poorly understood. Existing explanations suggest that weapon shapes reflect structural adaptations to different fighting styles, yet explicit tests of this hypothesis are lacking. Here, we use finite element analysis – a powerful and standard engineering technique – to test whether functional specializations for increased performance under species-specific fighting styles have driven diversification of weapon form. We find that the horns of different rhinoceros beetle species are both stronger and stiffer in response to species-typical fighting loads, and perform more poorly when exposed to loads typical of other species, providing direct evidence that weapons are adapted to meet the functional demands of fighting. Our research establishes a critical link between weapon form and function, revealing one way male-male competition can drive the diversification of animal weapons.