Although sexual learning can be a key process in the reproductive success of animals, research focused on the experience-dependent modulation of courtship in insects is scarce. In kissing bugs, the behavioural steps implicated in mating have been exhaustively studied, but not the involvement of learning in them. Our objective was to determine whether the sexual behaviour of Rhodnius prolixus could be modulated by experience. During training, couples were submitted to eight assays, in which they received a vibration (negative reinforcement) when the male attempted to copulate the female. Immediately after, they were separated, not allowing the occurrence of copulation. We found that along training, males’ latency to perform a copulatory attempt increased, male’s copulatory attempts were less frequent, and females’ locomotor activity did not change. These results suggest that males, and not females, learned to avoid the vibration by reducing their intention to copulate. In post-training tests, conditioned males presented with new naïve females reverted to low copulatory attempt latencies, suggesting that the modulation was partner-specific. Besides, conditioned females increased their rejection frequencies to males’ copulatory attempts, suggesting that a second type of learning occurred in females. These results constitute the first evidence of sexual learning in hematophagous insects. Males and females seem to change their selectivity according to their previous sexual experience. We discuss the relevance that this plasticity might have in the fitness of this epidemiologically relevant insect.