Multi-male mating (MMM) by females is relatively common among mammals, occurring in at least 133 species and several evolutionary benefits of MMM have been proposed. The most convincing explanation is that MMM confuses paternity, thereby deterring infanticide by males. A second explanation for females that are unlikely to experience infanticide is that MMM is a consequence of sexual harassment. Mate guarding and, perhaps even in some cases, behavioral monogamy, might have evolved in response to the threat of infanticide and the subsequent tendency for females to mate multiply. Benefits relating to improved genetic fitness of offspring do occur in some species, but do not provide a widespread explanation for the evolutionary origin of MMM; if cryptic female choice through sperm competition is adaptive to females it probably evolved as a consequence of, rather than a precursor to, female promiscuity. Here, we provide support for the original hypothesis of paternity confusion for MMM, rather than for the more popular good genes or sperm competition hypotheses.