Despite its fundamental role in development, sex determination is highly diverse among animals. Approximately 20% of all animals are haplodiploid, with haploid males and diploid females. Haplodiploid species exhibit diverse but poorly understood mechanisms of sex determination. Some hymenopteran insect species exhibit single-locus complementary sex determination (sl-CSD), where heterozygosity at a polymorphic sex locus initiates female development. Diploid males are homozygous at the sex locus and represent a genetic load because they are inviable or sterile. Inbreeding depression associated with CSD is therefore expected to select for other modes of sex determination resulting in fewer or no diploid males. Here, we investigate an alternative, heretofore hypothetical, mode of sex determination: multiple-locus CSD (ml-CSD). Under ml-CSD, diploid males are predicted to develop only from zygotes that are homozygous at all sex loci. We show that inbreeding for eight generations in the parasitoid wasp Cotesia vestalis leads to increasing proportions of diploid males, a pattern that is consistent with ml-CSD but not sl-CSD. The proportion of diploid males (0.27 ± 0.036) produced in the first generation of inbreeding (mother–son cross) suggests that two loci are likely involved. We also modeled diploid male production under CSD with three linked loci. Our data visually resemble CSD with linked loci because diploid male production in the second generation was lower than that in the first. To our knowledge, our data provide the first experimental support for ml-CSD.