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Do you capitalize both parts of a hyphenated word in a title?

"My Ex-Wife Hates Me"

or

"My Ex-wife Hates Me"

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    Just to echo VonC's answer: given the choice, a title like Co-Founder feels more appropriate with a capital initial in the second word. – benbland Mar 6 '14 at 11:41
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Capitalization of hyphenated words in general is really more a question of style than anything else.
In other word, choose a rule and be consistent with it:

From Garbl's writing center:

When capitalizing hyphenated words in a title, choose a style and follow it consistently.

  • Simplest is to capitalize only the first word unless later words are proper nouns or adjectives:
Unique benefits for part-time violinists, 
All-American flag-waving techniques. 
  • Second is to capitalize all words except articles, short prepositions and short conjunctions:
Over-the-Counter Acid Reducers for Sale Here, 
A Matter-of-Fact Approach to Guitar Tuning, 
A New Park-and-Ride Lot for Commuters. 

Optional exceptions to the second style are to lowercase the word after a prefix unless it is a proper noun or adjective and to lowercase the second word in a spelled out number:

Anti-intellectual Conduct, 
Twenty-first Century Values.

In your case, since "ex-" is a prefix:

My Ex-wife Hates Me
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    So if one writes "My Ex-Wife Hates Me", it is still correct, just that the optional exceptions mentioned in the answer is not observed? – tvk Nov 5 '17 at 20:33
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    @FangJing I suppose so, since all words are capitalized. – VonC Nov 5 '17 at 20:36
  • How would you suggest 'add-on' be used here: "Introducing Health-Check - New Add-On to Product X"? – Fredrik Wendt Jul 14 '20 at 8:23

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