The faster evolution of X chromosomes has been documented in several species, and results from the increased efficiency of selection on recessive alleles in hemizygous males and/or from increased drift due to the smaller effective population size of X chromosomes. Aphids are excellent models for evaluating the importance of selection in faster-X evolution because their peculiar life cycle and unusual inheritance of sex chromosomes should generally lead to equivalent effective population sizes for X and autosomes. Because we lack a high-density genetic map for the pea aphid, whose complete genome has been sequenced, we first assigned its entire genome to the X or autosomes based on ratios of sequencing depth in males (X0) to females (XX). Then, we computed non-synonymous to synonymous substitutions ratios (dN/dS) for the pea aphid gene set and found faster evolution of X-linked genes. Our analyses of substitution rates, together with polymorphism and expression data, showed that relaxed selection is likely to be the greatest contributor to faster-X because a large fraction of X-linked genes are expressed at low rates and thus escape selection. Yet, a minor role for positive selection is also suggested by the difference between substitution rates for X and autosomes for male-biased genes (but not for asexual female-biased genes) and by lower Tajima's D for X-linked compared to autosomal genes with highly male-biased expression patterns. This study highlights the relevance of organisms displaying alternative chromosomal inheritance to the understanding of forces shaping genome evolution.