Intersexual genetic correlations are expected to constrain the evolution of sexual dimorphic traits, including the degree of sex-biased gene expression. Consistent with that expectation, studies in fruit flies and birds have reported that genes whose expression has a strong intersexual genetic correlation (rMF) show a lower level of sex-biased expression (SBE). However, it is known that both rMF and SBE can be affected by the environment. It is therefore unclear whether there is a consistent relationship between these 2 quantities across multiple environments. In this paper, we study this relationship in the African malaria mosquito Anopheles gambiae. We show that both rMF and SBE change between environments. The change in SBE across environments is significantly correlated with dN/dS: greater changes in SBE are associated with higher values of dN/dS. Furthermore, the relationship between rMF and SBE is sensitive to the environment. We conclude that this relationship is sufficiently plastic that environmental effects should be considered in future studies.