Abstract INTRODUCTION Sex differences in dementia‐related neuropathology are understudied in diverse populations. METHODS We analyzed sex differences in neuropathological and cognitive data from the Brazilian Biobank for Aging Studies. Cognitive performance was evaluated with the Clinical Dementia Rating–Sum of Boxes (CDR‐SOB). Linear and logistic regression models were conducted, including interaction terms for age, race, and education. RESULTS In 2229 participants (50.7% female, mean age ± SD 75.4 ± 12.3 years, 62.1% White), female sex was associated with a higher odds of AD pathology (Braak: odds ratio [OR] = 1.42, 95% confidence interval [CI] = 1.17–1.72; Consortium to Establish a Registry for Alzheimer's Disease (CERAD): OR = 1.58, 95% CI = 1.27–1.98), and trans‐activation response (TAR) DNA‐binding protein 43 (TDP‐43) (OR = 1.77, IC 95% = 1.22–2.59), and lower odds of Lewy body disease (OR = 0.69, 95% CI = 0.51–0.95). Female participant had worse cognitive performance ( β = 1.56, 95% CI = 1.03–2.10). Sex modified associations of Braak, CERAD, TDP‐43, and cerebral amyloid angiopathy with cognition. Age also interacted with sex and pathology on CDR‐SOB. DISCUSSION Sex differences in the associations between sex and neuropathology suggest the need for sex‐informed dementia research.