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Female animals often prefer males with conspicuous traits because these males provide direct or indirect benefits. Conspicuous male traits, however, can attract predators. This not only increases the risk of predation for conspicuous males but also for the females that prefer them. In the variable field cricket, Gryllus lineaticeps, males that produce preferred song types provide females with greater material benefits, but they are also more likely to attract lethal parasitoid flies. First, we conducted a field experiment that tested the hypothesis that females have a greater risk of fly parasitism when in association with preferred high chirp rate males. Females were nearly twice as likely to be parasitized when caged with high chirp rate song than when caged with low chirp rate song. Females may thus be forced to trade off the quality of the benefits they receive from mating with preferred males and the risk of being killed by a predator when near these males. Second, we assessed female parasitism rates in a natural population. Up to 6% of the females were parasitized in field samples. Because the females we collected could have become parasitized had they not been collected, this provides a minimum estimate of the female parasitism rate in the field. In a laboratory study, we found no difference in the proportion of time parasitized and unparasitized females spent hiding under shelters; thus, differences in activity patterns do not appear to have biased our estimate of female parasitism rates. Overall, our results suggest that female association costs have the potential to shape the evolution of female mating preferences.