1. Long‐term studies allow the outcomes of repeated selection events to be monitored. Here, we investigate phenotypic selection in successive winter mortality events in the Soay sheep of St Kilda, Scotland, between 1985 and 1996. Selection of three quantitative morphometric traits, body weight, hindleg length and incisor arcade breadth, was investigated in different sectors of the population. 2. Evidence from fitness differentials of positive directional selection for large size was repeatedly found in lambs and adult females. Selection in the opposing direction was only found in one year in lambs. 3. Selection gradients showed that in most years when significant selection occurred, body weight was the focus of direct selection, whereas selection of hindleg length and incisor breadth was indirect, arising from their correlation with body weight. 4. Selection was strongest in years of low over‐winter survival and almost absent in years when survival was high. Intensity of selection was greatest in lambs, emphasizing the differences in selection pressure experienced by different sectors of the population, in addition to the temporal variation in selection pressure due to population density and environmental conditions. 5. Despite repeated positive selection of body weight, no evidence of a change in the population mean was found over the course of the study.