The custom of bride price involves the payment of goods or cash from the groom's family to the bride's family at the time of marriage. We present a theory that views bride price as a payment in hedonic markets for marital fidelity. Data from a household survey in Uganda are used to test the theoretical prediction that payment of bride price will be associated with fewer non-marital sexual relationships for women. The data show a robust association between bride price payment and lower rates of non-marital sexual relationships for women but not for men.