Differential gene expression analyses typically focus on departures across mathematical expectations (i.e. mean) from two or more groups of microarrays, without considering alternative patterns of departure. Nevertheless, recent studies in humans and great apes have suggested that differential gene expression could also be characterized in terms of heterogeneous dispersion patterns. This must be viewed as a very interesting genetic phenomenon clearly linked to the regulation mechanisms of gene transcription. Unfortunately, we completely lack information about the incidence and relevance of dispersion-specific differential gene expression in livestock species, although a specific Bayes factor (BF) for testing this kind of differential gene expression (i.e. within-probe heteroskedasticity) has been recently developed. Within this context, our main objective was to characterize the incidence of dispersion-specific differential gene expression in pigs and, if possible, providing the first evidence of this phenomenon in a livestock species. We evaluated dispersion-specific differential gene expression on ovary, uterus and hypophysis samples from 22 F2 Iberian × Meishan sows, where a total of 15,252 probes were interrogated. For each tissue, heteroskedasticity of probe-specific residual variances was evaluated by three pairwise comparisons involving three physiological stages, that is, heat, 15 days of pregnancy and 45 days of pregnancy. Between 2.9% and 37.4% of the analyzed probes provided statistical evidence of within-tissue across-physiological stages dispersion-specific differential gene expression (BF >1), and between 0.1% and 3.0% of them reported decisive evidence (BF >100). It is important to highlight that <8% of the heteroskedastic probes were also linked to differential gene expression in terms of departures among the probe-specific mathematical expectation of each physiological stage. This discarded the disturbance of scale effects in a high percentage of probes and suggested that probe-specific heteroskedasticity must be viewed as an independent phenomenon within the context of differential gene expression. As a whole, our results report a remarkable incidence of dispersion-specific differential gene expression across the whole genome of the pig, establishing a very interesting starting point for further studies focused on deciphering the genetic mechanisms underlying heteroskedasticity.