Sex-specific pheromones are known to play an important role in butterfly courtship, and may influence both individual reproductive success and reproductive isolation between species. Extensive ecological, behavioural and genetic studies of Heliconius butterflies have made a substantial contribution to our understanding of speciation. Male pheromones, although long suspected to play an important role, have received relatively little attention in this genus. Here, we combine morphological, chemical and behavioural analyses of male pheromones in the Neotropical butterfly Heliconius melpomene. First, we identify putative androconia that are specialized brush-like scales that lie within the shiny grey region of the male hindwing. We then describe putative male sex pheromone compounds, which are largely confined to the androconial region of the hindwing of mature males, but are absent in immature males and females. Finally, behavioural choice experiments reveal that females of H. melpomene, H. erato and H. timareta strongly discriminate against conspecific males which have their androconial region experimentally blocked. As well as demonstrating the importance of chemical signalling for female mate choice in Heliconius butterflies, the results describe structures involved in release of the pheromone and a list of potential male sex pheromone compounds.