The evolution of learning can be constrained by trade‐offs. As male and female life histories often diverge, the relationship between learning and fitness may differ between the sexes. However, because sexes share much of their genome, intersexual genetic correlations can prevent males and females from reaching their sex‐specific optima resulting in intralocus sexual conflict (IaSC). To investigate if IaSC constraints sex‐specific evolution of learning, we selected Caenorhabditis remanei nematode females for increased or decreased olfactory learning performance and measured learning, life span (in mated and virgin worms), reproduction, and locomotory activity in both sexes. Males from downward‐selected female lines had higher locomotory activity and longer virgin life span but sired fewer progeny than males from upward‐selected female lines. In contrast, we found no effect of selection on female reproduction and downward‐selected females showed higher locomotory activity but lived shorter as virgins than upward‐selected females. Strikingly, selection on learning performance led to the reversal of sexual dimorphism in virgin life span. We thus show sex‐specific trade‐offs between learning, reproduction, and life span. Our results support the hypothesis that selection on learning performance can shape the evolution of sexually dimorphic life histories via sex‐specific genetic correlations.