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The evolution of exaggerated structures used as weapons in male-male contests often drives changes in other structures that either compensate for the costs of weapons or enhance their benefits. Given their interdependence, compensatory traits and weapons are expected to develop with some degree of integration. In this study, we formally test for male dimorphism in the width of the third pair of legs, used as weapons in male-male contests of the bulb mite <i>Rhizoglyphus echinopus</i>. We also report, for the first time, male dimorphism in the length of fourth pair of legs, a putative compensatory trait. When male morphs are determined based on the width of the third legs, fighters tend to have longer fourth legs than scramblers. Next, we examine the effects of the dimorphic legs on fighting success and then test whether the different dimorphic traits are phenotypically integrated. Using a behavioral trial to assess the role of dimorphic legs in male-male competition, we found that variation in the third or fourth pairs of legs does not explain fighting outcome. Moreover, using two complementary approaches to test for phenotypic integration, we found that despite males with thicker third legs tending to have longer fourth legs, these traits are phenotypically, but not genetically correlated. Our results suggest that the phenotypic match between leg morphs may result from both traits being phenotypically integrated, probably by sharing a similar environmental threshold, rather than genetically integrated, as we expected. In conclusion, our study highlights the importance of going beyond phenotypic correlations between a weapon and another potentially associated structure. Relying solely on such correlations could lead to misinterpretations regarding the evolutionary role of the associated structure as a compensatory trait.