Sex differences in the prevalence of psychiatric disorders are well documented, with exposure to stress during gestation differentially impacting females and males. We explored sex-specific DNA methylation in the cord blood of 39 females and 32 males born at term and with appropriate weight at birth regarding their potential connection to psychiatric outcomes. Mothers were interviewed to gather information about environmental factors (gestational exposure) that could interfere with the methylation profiles in the newborns. Bisulphite converted DNA was hybridized to Illumina HumanMethylation450 BeadChips. Excluding XYS probes, there were 2,332 differentially methylated CpG sites (DMSs) between sexes, which were enriched within brain modules of co-methylated CpGs during brain development and also differentially methylated in the brains of boys and girls. Genes associated with the DMSs were enriched for neurodevelopmental disorders, particularly for CpG sites found differentially methylated in brain tissue between patients with schizophrenia and controls. Moreover, the DMS had an overlap of 890 (38%) CpG sites with a cohort submitted to toxic exposition during gestation. This study supports the evidences that sex differences in DNA methylation of autosomes act as a primary driver of sex differences that are found in psychiatric outcomes.