Well firstly you have to ask by what standard are you judging beauty? Whether females are inherently more beautiful than males in humans is something that I’m sure could be debated at length. Traditionally women are described as “the fairer sex” but this may be more to do with old-fashioned sexism than anything else.
Certainly, though, it is true that in a lot of species the males are the flashier of the two sexes in the animal kingdom. Examples include lots of bird species, such as Birds of Paradise, Bower birds, Pheasants, and Ducks, but also for example apes such as Mandrills and Baboons, as well as lots of other species. The scientific term for when males and females in a species look different is called “sexual dimorphism”. In the cases mentioned, where males are flashy and females are more drab, the reason is because the females are very choosy about which male they mate with. They usually want to mate with the most colourful and flashiest male. This means that in every generation, the most colourful males have the most children, and so the genes for being colourful in males are passed on. So eventually you get colourful males. The females, however, are better being drab, because they are less likely to get caught by predators.
Interestingly, it’s still no known for sure why females want to mate with most colourful males. There are several different theories about this. One possible answer is because that way they will have sons that are more likely to find a mate – this is actually called the “sexy son” theory! Another possibility is that the most colourful males are the best ones because they have to be very good to survive and still be really colourful (predators will be more likely to see a colourful male, and also a male that had a disease would find it difficult to be very bright in colour).
However, we should remember that the idea that females are choosy and mate with only one male while males mate with lots of different females only applies to some species. There are lots of other reasons why the sexes sometimes look different. In some species of angler fish, the male is tiny and is basically just a swimming set of male genitalia – not what we would usually call beautiful! The females look like fish (albeit a bit strange looking). A male swims around until he finds a female, and then he attaches himself to the female’s body. He gradually loses any independence, becoming attached to the female’s bloodstream. After a while, it is just as though the female and the male are one individual with both male and female genitals. Then when the female wants to lay eggs, hormones in her blood make the male also release sperm!
So there are lots of reasons why males and females look different. We don’t really know all the answers in humans. it does seem to be true that there is more pressure on female humans in terms of their appearance than there is on males, but this is from society rather than from genetic evolution.
What is an interesting philosophical question, which I don’t think we can answer scientifically (at least not yet!) is why we find many male animals beautiful. They have evolved so as to appear beautiful to a female of their species, and yet we think they look lovely – and we’re a totally different species. This seems to me amazing, and something to ponder.