Sex differences in gene expression are ubiquitous, evolve quickly, and are expected to underlie phenotypic sexual dimorphism. Despite long-standing interest, the impact of sex-specific selection on the transcriptome remains poorly understood. Here, we test fundamental questions on the role of constraints on gene expression evolution arising from the mode of selection and genetic architecture. We also test the relationship between sex-biased expression and evolved sexual dimorphism (SD). We assess these using body size selection lines in the seed beetle, Callosobruchus maculatus, that have evolved variation in SD in response to either sex-limited (SL) or sexually antagonistic (SA). We find that sex differences in the phenotypic responses and expression changes are generally well aligned. SL selection, despite a phenotypic response similar to SA selection in males, but not in females, resulted in a more extensive expression differentiation and increase of sex-biased expression than SA selection. These patterns show that SA selection imposes a transcriptomic constraint and is not required for sex-bias to evolve. Sex-biased transcripts show lower cross-sex correlations in expression changes than unbiased transcripts, suggesting greater sex differences in their underlying genetic architecture. Although male-biased transcripts are disproportionately affected when selection targeted males, we find no support for a transcriptome-wide association between sex-bias and SD. In the light of these unique experimental insights into how sex-specific selection on size changes adult transcription, our findings have important implications for inferring selection history and mode from patterns of sex-biased gene expression in natural populations.