The evolutionary outcome of interspecific hybridization, i.e. collapse of species into a hybrid swarm, persistence or even divergence with reinforcement, depends on the balance between gene flow and selection against hybrids. If female mating preferences are open-ended but sign-inversed between species, they can theoretically be a source of such selection. Cichlid fish in African lakes have sustained high rates of speciation despite evidence for widespread hybridization, and sexual selection by female choice has been proposed as important in the origin and maintenance of species boundaries. However, it had never been tested whether hybridizing species have open-ended preference rules. Here we report the first experimental test using Pundamilia pundamilia, Pundamilia nyererei and their hybrids in three-way choice experiments. Hybrid males are phenotypically intermediate. Wild-caught females of both species have strong preferences for conspecific over heterospecific males. Their responses to F1 hybrid males are intermediate, but more similar to responses to conspecifics in one species and more similar to responses to heterospecifics in the other. We suggest that their mate choice mechanism may predispose haplochromine cichlids to maintain and perhaps undergo phenotypic diversification despite hybridization, and that species differences in female preference functions may predict the potential for adaptive trait transfer between hybridizing species.