For reasons that are not yet clear, male aggression against females occurs frequently among primates with promiscuous mating systems. Here, we test the sexual coercion hypothesis that male aggression functions to constrain female mate choice. We use 10 years of behavioural and endocrine data from a community of wild chimpanzees (Pan troglodytes schweinfurthii) to show that sexual coercion is the probable primary function of male aggression against females. Specifically, we show that male aggression is targeted towards the most fecund females, is associated with high male mating success and is costly for the victims. Such aggression can be viewed as a counter-strategy to female attempts at paternity confusion, and a cost of multi-male mating.