The oxidative damage caused to cells by Reactive Oxygen Species (ROS) is one of several factors implicated in causing ageing. Oxidative damage may also be a proximate cost of reproductive effort that mediates the trade-off often observed between reproduction and survival. However, how the balance between oxidative damage and antioxidant protection affects life-history strategies is not fully understood. To improve our understanding, we selected on female reproductive age in the marula fruit fly, Ceratitis cosyra, and quantified the impact of selection on female and male mortality risk, female fecundity, male sperm transfer, calling and mating. Against expectations, upward-selected lines lived shorter lives and experienced some reductions in reproductive performance. Selection affected oxidative damage to lipids and total antioxidant protection, but not in the direction predicted; longer lives were associated with elevated oxidative damage, arguing against the idea that accumulated oxidative damage reduces lifespan. Greater reproductive effort was also associated with elevated oxidative damage, suggesting that oxidative damage may be a cost of reproduction, although one that did not affect survival. Our results add to a body of data showing that the relationship between lifespan, reproduction and oxidative damage is more complex than predicted by existing theories.