Sexual size dimorphism (SSD) is highly prevalent in nature. Several hypotheses aim to explain its evolution including sexual selection, differential equilibrium and ecological niche divergence. Disentangling the causal mechanism behind the evolution of SSD is challenging, as selection arising from multiple pressures on fitness may act simultaneously to generate observed patterns. Here, we use phylogenetic comparative methods to study the evolution of SSD across tetrapods globally. We estimate directional changes in body size evolution, and compare the number, phylogenetic position and magnitude of size changes between sexes. We find evidence that directional changes in size associated with SSD are typically more common in males-even in lineages where females are larger. However, underlying mechanisms differ among lineages-whereas SSD in amphibians becomes more male-biased with greater increases in male size and mammalian SSD becomes more female-biased with greater decreases in male size. Thus, differing mechanisms of directional body size evolution across sexes are essential to explain observed SSD patterns.