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Recently, several authors have challenged the view that anisogamy, the defining feature of the sexes, is an important determinant of the evolution of sex roles. Sex roles are instead suggested to result from chance, or from non-heritable differences in life histories of females and males. Here, we take issue with these ideas. We note (i) that random processes alone cannot cause consistent differences between the sexes, and (ii) that those differences between the sexes in life histories that affect the sex roles are themselves the result of sex-specific selection that can ultimately be traced back to anisogamy. To understand sex roles, we should ask how environmental variation and female-male coevolution cause variation in sex-specific selection in the light of anisogamy.