Exaggerated traits, like the peacock train, are recognized as classic examples of sexual selection. The evolution of sexual traits is often considered paradoxical as, although they enhance reproductive success, they are widely presumed to hinder movement and survival. Many exaggerated traits represent an additional mechanical load that must be carried by the animal and therefore may influence the metabolic cost of locomotion and constrain locomotor performance. Here we conducted respirometry experiments on peacocks and demonstrate that the exaggerated sexually selected train does not compromise locomotor performance in terms of the metabolic cost of locomotion and its kinematics. Indeed, peacocks with trains had a lower absolute and mass specific metabolic cost of locomotion. Our findings suggest that adaptations that mitigate any costs associated with exaggerated morphology are central in the evolution of sexually selected traits.