Religious practices vary greatly worldwide. Lifelong celibacy is present in many world religions, but it remains unclear why the frequency of monks and nuns (male and female celibates) varies at different times and places. Here, we develop a two-sex inclusive fitness model of lifelong celibacy. We find that the sex that competes more over parental resources is favoured to have more celibates, that is more monks than nuns are expected when brother-brother competition is higher than sister-sister competition. Moreover, the extent to which brothers and sisters compete over the same parental resources influences these patterns: intermediate sibling competition leads to more extreme differences in the proportion of monks and nuns. The sex that disperses less is also favoured to have more celibates. We show how our model can explain variation in the frequency of monks and nuns in three populations that differ in post-marital residence, marriage systems and inheritance rules.