Dung beetles employ numerous behavioral strategies to sequester dung away from other insects, and these have been broadly grouped into two categories: species that dig tunnels beneath the dung (tunnelers) and species that roll dung on the surface of the soil (rollers). Many species also are armed with rigid exoskeletal outgrowths called horns. Horns function as weapons, and horn sizes can be extreme. One widespread pattern within dung beetles is that tunneling species often have horns, whereas rolling species almost always do not, suggesting that residing (and fighting) inside tunnels at the dung deposition site may be an important ecological prerequisite for the evolution of horns in dung beetles. Here, we test explicitly for an historical association between tunneling behavior and the evolution of horns using a recent phylogeny for the scarabaeine dung beetles. We show that all eight of the independent gains of horns included in our analyses occurred on branches of the phylogeny reconstructed as tunneling, and that one of the three evolutionary losses of horns occurred on a branch that had lost tunneling behavior. We interpret this as evidence for a biologically meaningful association between tunneling behavior and the evolution of enlarged or exaggerated weapons such as horns, supporting the ideas of Eberhard and others that beetle horns may be most “beneficial” when used within the confines of restricted spaces such as burrows or tunnels.