Fitness costs of reproduction play a key role in understanding the evolution of reproductive tactics. Nevertheless, the detection and the intensity of costs of reproduction vary according to which life-history traits and species are studied. We propose an evolutionary model demonstrating that the chance of detecting a cost of reproduction should be lower when the fitness component studied has a low rather than high variance. Consequently, the fitness component that is affected the most by costs of reproduction should vary with life speed. Since long-lived species have developed a strategy that avoids jeopardizing their survival and short-lived species favour current reproduction, variance in survival is smaller and variance in reproduction higher in long-lived vs. short-lived species. We review empirical studies of costs of reproduction in free-ranging mammals, comparing evidence of costs reported among species and focal traits. In support of our model, more studies reported evidence of reproductive costs of reproduction in ungulates than in rodents, whereas survival costs of reproduction were more frequent in rodents than in ungulates. The life-history model we propose is expected to apply to any species, and hence provides a better understanding of life-history variation, which should be relevant to all evolutionary ecologists.