Our understanding of genital evolution comes largely from studies of male genitalia. Females have received far less attention because of the difficulties inherent in quantifying the shapes of their internal genital structures. Here we combine advances in micro-computed tomography with a new landmark free method of quantifying three-dimensional trait shape, to document patterns of divergence in female genital shape, and the correlated divergence of male genitalia among populations of the millipede Antichiropus variabilis. We used single-nucleotide polymorphisms to estimate levels of neutral genetic divergence among seven populations of millipede. Genetic divergence was high and correlated with geographic distance. Comparing phenotypic divergence in genital shape to neutral genetic divergence, we found that genital shape for both females and males has diverged more than would be expected from random drift, consistent with a pattern of directional selection. While there was significant covariation between female and male genital shape across populations, the magnitude of divergence in genital shape between the sexes was not correlated. Our results demonstrate the utility of using three-dimensional scanning technologies to examine female genital traits and add to a small but growing number of studies showing that like male genitalia, female genitalia can be under strong directional selection.