Cholesterol is linked to many multifactorial disorders, including different forms of liver disease where development and severity depend on the sex. We performed a detailed analysis of cholesterol and bile acid synthesis pathways at the level of genes and metabolites combined with the expression studies of hepatic cholesterol uptake and transport in female and male mice fed with a high-fat diet with or without cholesterol. Lack of dietary cholesterol led to a stronger response of the sterol sensing mechanism in females, resulting in higher expression of cholesterogenic genes compared to males. With cholesterol in the diet, the genes were down-regulated in both sexes; however, males maintained a more efficient hepatic metabolic flux through the pathway. Females had higher content of hepatic cholesterol but this was likely not due to diminished excretion but rather due to increased synthesis and absorption. Dietary cholesterol and sex were not important for gallbladder bile acids composition. Neither sex up-regulated Cyp7a1 upon cholesterol loading and there was no compensatory up-regulation of Abcg5 or Abcg8 transporters. On the other hand, females had higher expression of the Ldlr and Cd36 genes. These findings explain sexual dimorphism of cholesterol metabolism in response to dietary cholesterol in a high-fat diet in mice, which contributes to understanding the sex-basis of cholesterol-associated liver diseases.