The biological mechanisms underlying the increased prevalence of Alzheimer’s disease (AD) in women remain undefined. While previous case/control studies have identified sex-biased molecular pathways, the sex-specific relationships between gene expression and AD endophenotypes, particularly involving sex chromosomes, are underexplored. With bulk transcriptomic data across 3 brain regions from 767 decedents, we investigated sex-specific associations between gene expression and post-mortem β-amyloid and tau, as well as antemortem longitudinal cognition. Among 23,118 significant gene associations, 10% were sex-specific, with 73% of these identified in females and primarily associated with tau tangles and longitudinal cognition (90%). Notably, four X-linked genes, MCF2, HDAC8, FTX, and SLC10A3, demonstrated significant sex differences in their associations with AD endophenotypes (i.e., significant sex × gene interaction). Our results also uncovered sex-specific biological pathways, including a female-specific role of neuroinflammation and neuronal development, underscoring the importance of sex-aware analyses to advance precision medicine approaches in AD.