From insects to mammals, both innate and adaptive immune response are usually higher in females than in males, with the sex chromosome and hormonal differences considered the main reasons. Here, we report that zebrafish cyp19a1a (cytochrome P450, family 19, subfamily A, polypeptide 1a), an autosomal gene with female-biased expression, causes female fish to exhibit a lower antiviral response. First, we successfully constructed an infection model by intraperitoneal injection of spring viremia of carp virus (SVCV) into zebrafish (Danio rerio) and Carassius auratus herpesvirus (CaHV) in gibel carp (Carassius gibelio). Specifically, female fish were more vulnerable to viral infection than males, accompanied by a significantly weaker interferon (IFN) expression. After screening several candidates, cyp19a1a, which was highly expressed in female fish tissues, was selected for further analysis. The IFN expression and antiviral response were significantly higher in cyp19a1a-/- than in cyp19a1a+/+. Further investigation of the molecular mechanism revealed that Cyp19a1a targets mediator of IRF3 activation (MITA) for autophagic degradation. Interestingly, in the absence of MITA, Cyp19a1a alone could not elicit an autophagic response. Furthermore, the autophagy factor ATG14 (autophagy-related 14) was found interacted with Cyp19a1a to either promote or attenuate Cyp19a1a-mediated MITA degradation by either being overexpressed or knocked down, respectively. At the cellular level, both the normal and MITA-enhanced cellular antiviral responses were diminished by Cyp19a1a. These findings demonstrated a sex difference in the antiviral response based on a regulation mechanism controlled by a female-biased gene besides sex chromosome and hormonal differences, supplying the current understanding of sex differences in fish.