In this study, we explored variations in the magnitude and the direction of sexual dimorphism in three parasitoid species from the genus Aphidius Nees (Aphidius balcanicus Tomanović and Petrović, Aphidius rosae Haliday, and Aphidius urticae Haliday). We also explored the variation in sexual dimorphism within one of these species, A. urticae, which parasitizes and develops in three different hosts that belong to three aphid genera. To estimate sexual size dimorphism, we selected two developmentally and functionally unrelated morphological structures: the mesoscutum and the wing. Our results showed that sexual dimorphism in mesoscutum and wing size differ (sexual dimorphism in mesoscutum size appears to be insignificant, whereas the wings are larger in males). We found a high level of variation in sexual dimorphism in wing shape within and between species. We also found that the observed shape changes are not due to size-related, allometric changes in wing shape. These results indicate that sexual dimorphism in wing size and wing shape is highly variable and could be influenced by various factors, including host effects, whereas mesoscutum size appears to be a conserved trait in aphid parasitoids.