A low-calorie diet (LCD) is an effective strategy to lose weight and improve cardiometabolic risk factors, however, sexual dimorphism may be present. This study aims to investigate sexual dimorphism in cardiometabolic risk factors following weight loss and after weight maintenance. 782 overweight/obese participants (65% women) of the DiOGenes trial followed an 8-week LCD (~800 kcal/day), with a 6-months follow-up weight maintenance period on ad libitum diets varying in protein content and glycemic index. Men lost more body weight during the LCD period (−12.8 ± 3.9 vs. −10.1 ± 2.8 kg, respectively, p < 0.001), but regained more weight during the follow-up period than women (1.5 ± 5.4 vs. −0.5 ± 5.5 kg, respectively, p < 0.001). Even though beneficial LCD-induced changes in cardiometabolic risk factors were found for both sexes, improvements in HOMA-IR, muscle and hepatic insulin sensitivity, triacylglycerol, HDL−, LDL− and total cholesterol, diastolic blood pressure, cholesterol esters, sphingomyelins and adiponectin were more pronounced in men than women (std. ß range: 0.073–0.144, all q < 0.05), after adjustment for weight change. During follow-up, women demonstrated a lower rebound in HDL-cholesterol, triacylglycerol and diacylglycerol (std. ß range: 0.114–0.164, all q < 0.05), independent of changes in body weight. Overall, we demonstrated sexual dimorphism in LCD-induced changes in body weight and cardiometabolic risk profile, which may be attributed to differences in body fat distribution and metabolic status.