Predicting extinction risks has become a central goal for conservation and evolutionary biologists interested in population and community dynamics. Several factors have been put forward to explain risks of extinction, including ecological and life history characteristics of individuals. For instance, factors that affect the balance between natality and mortality can have profound effects on population persistence. Sexual selection has been identified as one such factor. Populations under strong sexual selection experience a number of costs ranging from increased predation and parasitism to enhanced sensitivity to environmental and demographic stochasticity. These findings have led to the prediction that local extinction rates should be higher for species/populations with intense sexual selection. We tested this prediction by analyzing the dynamics of natural bird communities at a continental scale over a period of 21 years (1975-1996), using relevant statistical tools. In agreement with the theoretical prediction, we found that sexual selection increased risks of local extinction (dichromatic birds had on average a 23% higher local extinction rate than monochromatic species). However, despite higher local extinction probabilities, the number of dichromatic species did not decrease over the period considered in this study. This pattern was caused by higher local turnover rates of dichromatic species, resulting in relatively stable communities for both groups of species. Our results suggest that these communities function as metacommunities, with frequent local extinctions followed by colonization. Anthropogenic factors impeding dispersal might therefore have a significant impact on the global persistence of sexually selected species.