Help seeking (HS) is a core coping strategy that is directed towards obtaining support, advice, or assistance as means of managing stress. Women have been found to use more HS than men. Neural correlates of sex differences have also been reported in prefrontal-limbic system (PLS) regions that are linked to stress and coping, yet structural differences between men and women relating to HS in the PLS are still unknown. Thus, the association between gray matter volume (GMV) and HS was investigated using voxel-based morphometry (VBM) in a large healthy sample (126 men and 156 women). Results indicated women reported more HS than men did. VBM results showed that the relation between HS scores and GMV differed between men and women in regions of the bilateral orbitofrontal cortex extending to the subgenual anterior cingulate cortex(OFC/sgACC). Among women, higher HS scores were associated with smaller GMV in these areas while a positive correlation between GMV and HS scores was observed among men. These results remained significant after controlling for general intelligence, stress, anxiety and depression. Thus, this study suggested that structural differences between men and women are correlated to characteristic brain regions known to be involved in the PLS which is considered critical in stress regulation.