As most studies report that the majority of sexual homicide offenders (SHOs) prefer to kill with their own hands, research has largely neglected to examine the choice of weapon by these offenders. The US Supplementary Homicide Reports show that although a large number of SHOs murder their victim using personal weapons (e.g. bare hands and manual or ligature strangulation), the majority use an alternative weapon (e.g. edged weapons, contact weapons, and firearms). The present study hypothesises that the choice of weapon is in part influenced by victim characteristics. To identify specific combinations and interactions between victim characteristics and the choice of a personal or edged weapon during the commission of a sexual homicide, a combination of exhaustive chi‐square automatic interaction detector and conjunctive analysis is used on a sample of 2,472 single‐victim male SHOs from a 36‐year period of Supplementary Homicide Report data (1976–2011). Findings show that SHOs choose their weapon according to some victim characteristics. Implications of the findings are discussed in light of police suspect prioritisation. Copyright © 2014 John Wiley & Sons, Ltd.