In most species, males do not abandon offspring or reduce paternal care when they are cuckolded by other males. This apparent lack of adjustment of paternal investment with the likelihood of paternity presents a potential challenge to our understanding of what drives selection for paternal care. In a comparative analysis across birds, fish, mammals, and insects we identify key factors that explain why cuckolded males in many species do not reduce paternal care. Specifically, we show that cuckolded males only reduce paternal investment if both the costs of caring are relatively high and there is a high risk of cuckoldry. Under these circumstances, selection is expected to favour males that reduce paternal effort in response to cuckoldry. In many species, however, these conditions are not satisfied and tolerant males have outcompeted males that abandon young.