Patterns of genetic variation and covariation strongly affect the rate and direction of evolutionary change by limiting the amount and form of genetic variation available to natural selection. We studied evolution of morphological variance-covariance structure among seven populations of house finches (Carpodacus mexicanus) with a known phylogenetic history. We examined the relationship between within- and among-population covariance structure and, in particular, tested the concordance between hierarchical changes in morphological variance-covariance structure and phylogenetic history of this species. We found that among-population morphological divergence in either males or females did not follow the within-population covariance patterns. Hierarchical patterns of similarity in morphological covariance matrices were not congruent with a priori defined historical pattern of population divergence. Both of these results point to the lack of proportionality in morphological covariance structure of finch populations, suggesting that random drift alone is unlikely to account for observed divergence. Furthermore, drift alone cannot explain the sex differences in within- and among-population covariance patterns or sex-specific patterns of evolution of covariance structure. Our results suggest that extensive among-population variation in sexual dimorphism in morphological covariance structure was produced by population differences in local selection pressures acting on each sex.