Male sexual harassment of females is common across sexually reproducing species and can result in fitness costs to females. We hypothesized that females can reduce unwanted male attention by constructing a social niche where their female associates are more sexually attractive than themselves, thus influencing the decision-making of males to their advantage. We tested this hypothesis in the Trinidadian guppy (Poecilia reticulata), a species with high levels of male sexual harassment. First, we confirmed that non-receptive females were harassed less when they were paired with a more sexually attractive (receptive) female than with another non-receptive female. We then found that, indeed, females exploit this as a strategy to reduce sexual harassment; non-receptive females actively preferred to associate with receptive over non-receptive females. Importantly, when given access only to chemosensory cues, non-receptive females still showed this preference, suggesting that they use information from chemical cues to assess the sexual attractiveness of potential female partners. Receptive females in contrast showed no such preferences. Our results demonstrate that females can decrease male harassment by associating with females that are more sexually attractive than themselves and that they perform active partner choices based on this relative attractiveness. We propose that this strategy is likely to represent an important pathway by which females can construct social niches that influence the decision-making of others to their advantage; in this case, to reduce the sexual harassment they experience.