Classic sex roles depict females as choosy, but polyandry is widespread. Empirical attempts to understand the evolution of polyandry have often focused on its adaptive value to females, whereas ‘convenience polyandry’ might simply decrease the costs of sexual harassment. We tested whether constraint-free female strategies favour promiscuity over mating selectivity through an original experimental design. We investigated variation in mating behaviour in response to a reversible alteration of sexual dimorphism in body mass in the grey mouse lemur, a small primate where female brief sexual receptivity allows quantifying polyandry. We manipulated body condition in captive females, predicting that convenience polyandry would increase when females are weaker than males, thus less likely to resist their solicitations. Our results rather support the alternative hypothesis of ‘adaptive polyandry’: females in better condition are more polyandrous. Furthermore, we reveal that multiple mating incurs significant energetic costs, which are strikingly symmetrical between the sexes. Our study shows that mouse lemur females exert tight control over mating and actively seek multiple mates. The benefits of remating are nevertheless not offset by its costs in low-condition females, suggesting that polyandry is a flexible strategy yielding moderate fitness benefits in this small mammal.