Sex differences in mitochondrial numbers and function are present in large cerebral arteries, but it is unclear whether these differences extend to the microcirculation. We performed an assessment of mitochondria-related proteins in cerebral microvessels (MVs) isolated from young, male and female, Sprague-Dawley rats. MVs composed of arterioles, capillaries, and venules were isolated from the cerebrum and used to perform a 3 versus 3 quantitative, multiplexed proteomics experiment utilizing tandem mass tags (TMT), coupled with liquid chromatography/mass spectrometry (LC/MS). MS data and bioinformatic analyses were performed using Proteome Discoverer version 2.2 and Ingenuity Pathway Analysis. We identified a total of 1969 proteins, of which 1871 were quantified by TMT labels. Sixty-four proteins were expressed significantly ( p < 0.05) higher in female samples compared with male samples. Females expressed more mitochondrial proteins involved in energy production, mitochondrial membrane structure, anti-oxidant enzyme proteins, and those involved in fatty acid oxidation. Conversely, males had higher expression levels of mitochondria-destructive proteins. Our findings reveal, for the first time, the full extent of sexual dimorphism in the mitochondrial metabolic protein profiles of MVs, which may contribute to sex-dependent cerebrovascular and neurological pathologies.