Sexual behavior is directed by a sophisticated interplay between steroid hormone actions in the brain that give rise to sexual arousability and experience with sexual reward that gives rise to expectations of competent sexual activity, sexual desire, arousal, and performance. Sexual experience allows animals to form instrumental associations between internal or external stimuli and behaviors that lead to different sexual rewards. Furthermore, Pavlovian associations between internal and external stimuli allow animals to predict sexual outcomes. These two types of learning build upon instinctual mechanisms to create distinctive, and seemingly "automated," patterns of sexual response. This article reviews the literature on conditioning and sexual behavior with a particular emphasis on incentive sequences of sexual behavior that move animals from distal to proximal with regard to sexual stimuli during appetitive phases of behavior and ultimately result in copulatory interaction and mating during consummatory phases of behavior. Accordingly, the role of learning in sexual excitement, in behaviors that bring about the opportunity to mate, in courtship and solicitation displays, in sexual arousal and copulatory behaviors, in sexual partner preferences, and the short- and long-term influence of copulatory experience on sexual and reproductive function is examined. Although hormone actions set the stage for sexual activity by generating the ability of animals to become sexually excited and aroused, it is each animal's unique experience with sexual behavior and sexual reward that molds the strength of responses made toward sexual incentives.