Clarifying the emergent fitness associated with sexually selected traits under the current, increasingly anthropogenic selection regimes is important to understand ongoing evolutionary changes in nature and inform the conservation management of endangered species. Several reasons exist why sexual selection may affect extinction risk. Increased risk may result either from inherent trade-offs between sexually selected traits and viability traits or from selective hunting of sexually selected species. Reduced risk is also possible, for instance if the preference for high-performing mates characteristic of sexually selected species has beneficial genetic consequences for the population. Here, I show that the threat level of bovid species increases with large male horn size. This is the first time, to my knowledge, that sexually selected weaponry has been shown to increase extinction risk at the interspecific level. However, threat level was unrelated to another trait under sexual selection, sexual body size dimorphism, indicating that the effect of sexual selection on extinction risk depends on trait-specific interactions with extrinsic factors. The results suggest that the higher threat level of long-horned species is not primarily due to current trophy hunting practices and rather point to environmentally induced viability costs as a possible main driver. Still, the fact that long-horned species are known to be preferred by trophy hunters highlights the importance of continuously monitoring trophy hunting practices to assure their long-term sustainability.