New Findings: What is the central question of this study? Do sex differences exist in the cardiorespiratory responses to an isocapnic cold pressor test (CPT)? What is the main finding and its importance? During the CPT, there were no sex differences in the respiratory response; however, females demonstrated a reduced mean arterial pressure and reduced dilatation of the common carotid artery. Given that the CPT is predictive of future cardiovascular events, these data have clinical implications for improving the utility of the CPT to determine cardiovascular health risk. Sex differences should be taken into consideration when conducting and interpreting a CPT. Abstract: The cold pressor test (CPT) elicits a transient increase in sympathetic nervous activity, minute ventilation ((Formula presented.)), mean arterial pressure (MAP) and common carotid artery (CCA) diameter in healthy individuals. Although the extent of dilatation of the CCA in response to the CPT has been used as a clinical indicator of cardiovascular health status, the potential sex differences have yet to be explored. In response to a CPT, we hypothesized that elevations in (Formula presented.) and MAP and dilatation of the CCA would be attenuated in females compared with males. In 20 young, healthy participants (10 females), we measured the respiratory, cardiovascular and CCA responses during a CPT, which consisted of a 3 min immersion of the right foot into 0–1 ice water. Blood pressure (via finger photoplethysmography), heart rate (via electrocardiogram) and CCA diameter and velocity (via Duplex ultrasound) were simultaneously recorded immediately before and during the CPT. During the CPT, while controlling end-tidal gases to baseline values, the main findings were as follows: (i) no sex differences were present in absolute or relative changes in (Formula presented.) (P = 0.801 and P = 0.179, respectively); (ii) the relative MAP and CCA diameter response were reduced in females by 51 and 55%, respectively (P = 0.008 and P = 0.029 versus males, respectively); and (iii) the relative MAP responses was positively correlated with the dilatation of the CCA in males (r = 0.42, P = 0.019), in females (r = 0.43, P = 0.019) and in males and females combined (r = 0.55, P < 0.001). Given that the CPT is used as a clinical tool to assess cardiovascular health status, sex differences should be considered in future studies.