Sexual selection is the process by which traits providing a mating advantage are favoured. Theoretical treatments of the evolution of sex by sexual selection propose that it operates by reducing the load of deleterious mutations. Here, we postulate instead that sexual selection primarily acts through females preferentially mating with males carrying beneficial mutations. We used simulation and analytical modelling to investigate the evolutionary dynamics of beneficial mutations in the presence of sexual selection. We found that female choice for males with beneficial mutations had a much greater impact on genetic quality than choice for males with low mutational load. We also relaxed the typical assumption of a fixed mutation rate. For deleterious mutations, mutation rate should always be minimized, but when rare beneficial mutations can occur, female choice for males with those rare beneficial mutations could overcome a decline in average fitness and allow an increase in mutation rate. We propose that sexual selection for beneficial mutations could overcome the ‘two-fold cost of sex’ much more readily than choice for males with low mutational load and may therefore be a more powerful explanation for the prevalence of sexual reproduction than the existing theory. If sexual selection results in higher fitness at higher mutation rates, and if the variability produced by mutation itself promotes sexual selection, then a feedback loop between these two factors could have had a decisive role in driving adaptation.