Females in socially monogamous species require a period of courtship before they start to reproduce. When female reproductive success depends on male assistance, such ‘coy’ behaviour might have evolved in response to male philandering. In this paper, we use a dynamic optimization model to demonstrate that female coyness can be maintained during evolution (provided that a female is able to reject a male and find a new one) if two conditions are met. First, both faithful and philandering males must be present. Second, a female must be able to learn more about a male’s intention by spending time with him. In our model the optimal duration of coyness is a trade‐off between the benefit of waiting and gaining information about the male partner and the cost of postponing the onset of reproduction. This trade‐off is influenced by several factors, such as the time needed to find a male, the level of male philandering and the possibility of detecting these males, the decline of the reproductive success with time and the disadvantage of reproducing with a philandering male.