Based on growth, wool production and wool quality records of 482 Marwari sheep, maintained at the Central Sheep and Wool Research Institute's Arid Zone Campus, Bikaner, genetic cost of imposing restriction on these traits while constructing selection indices were estimated. For body weights at 3, 6, 9 and 12 months (W3, W6, W9 and W12), the cost of restriction was greater than that on wool traits, viz, greasy fleece weight at first and second clip (GFW1, GFW2), fibre diameter (FD) and medulation% (Med.%). The body weights were of fairly equal importance (35% cost of restriction) when present singly. However, in combination, W3 was more important than W6 (45 vs 14%). Restrictions on GFW1 were costlier than on GFW2. Restriction on FD was observed to be less costly than on Med% when indices contained both of them. The undesirable genetic change in FD was checked through a series of restrictions (25, 50, 75 and 100%) on this trait and 10 such restricted indices were evaluated. In general, a decrease in reliability and expected gain in aggregate breeding value was observed on account of restrictions on FD. The restricted index: 1.113W3 - 0.287W6 + 0.5994GFW1 + 0.341FD was the most useful restricted index in terms of expected gain in aggregate breeding value.