Superior physical competence is vital to the adaptive behavioural routines of many animals, particularly those that engage in elaborate sociosexual displays. How such traits evolve across species remains unclear. Recent work suggests that activation of sex steroid receptors in neuromuscular systems is necessary for the fine motor skills needed to execute physically elaborate displays. Thus, using passerine birds as models, we test whether interspecific variation in display complexity predicts species differences in the abundance of androgen and oestrogen receptors (AR and ER-) expressed in the forelimb musculature and spinal cord. We find that small-scale evolutionary patterns in physical display complexity positively predict expression of AR in the main muscles that lift and retract the wings. No such relationship is detected in the spinal cord, and we do not find a correlation between display behaviour and neuromuscular expression of ER-. Also, we find that AR expression levels in different androgen targets throughout the body - namely the wing muscles, spinal cord and testes - are not necessarily correlated, providing evidence that evolutionary forces drive AR expression in a tissue-specific manner. These results suggest co-evolution between the physical prowess necessary for display performance and levels of AR expression in avian forelimb muscles. Moreover, this relationship appears to be both specific to muscle and AR-mediated signalling. Given that prior work suggests that activation of muscular AR is a necessary component of physical display performance, our current data support the hypothesis that sexual selection shapes levels of AR expressed in the forelimb skeletal muscles to help drive the evolution of adaptive motor abilities.