Exaggerated sexually-selected traits, occurring more commonly in males, help individuals to increase reproductive success, but are costly to produce and maintain. These costs on the one hand may improve population fitness by intensifying selection against maladapted males, but on the other hand may increase the risk of extinction under environmental challenge. However, the impact of sexually selected traits on extinction risk have not been investigated experimentally. We used replicate populations of a male-dimorphic mite, Rhizoglyphus robini, to test if prevalence of an elaborate, sexually-selected weapon affected the risk of extinction under gradual temperature increase (20C per generation). As temperature increased, individual survival decreased, but this effect was much more dramatic in populations with high weapon prevalence, compared to populations in which weapon expression was low. Consequently, the former was significantly more prone to extinction than the latter, with 75% vs 8% populations going extinct, respectively. Extinctions occurred despite partial suppression of the weapon expression at increased temperature, and were not explained by increased male mortality. Our results provide the first, to our knowledge, experimental evidence demonstrating dramatic effect of elaborated sexual traits on the risk of extinction under environmental challenge.