1. Exaggerated male ornaments often are hypothesised to increase predation risk due to reduced locomotor performance, yet empirical evidence supporting this proposition is equivocal. In part, current costs of ornaments may be difficult to detect in nature due to the evolution of compensatory mechanisms that offset detrimental effects. 2. The exaggerated eye stalks of male stalk-eyed flies increase their moment of inertia compared with females, yet males do not suffer a flight performance decrement. We tested for evidence of compensation within seven species of stalk-eyed flies, examining eyespan and wing size in four dimorphic and three monomorphic species. 3. We found that, within species, males had larger wings than females in two species dimorphic for eyespan but not in any monomorphic species. In males of the dimorphic species, there were positive relationships between relative eyespan and relative wing area, indicating compensation, whereas there were no such relationships in females of the dimorphic species or in either males or females of the monomorphic species. 4. We propose that examining compensatory abilities relative to ornament size is a powerful way to test for costs of ornaments in correlational and experimental studies.