ABSTRACT Background We aimed to evaluate sex differences in peritoneal dialysis (PD) outcomes and to explore direct and indirect effects of nurse-assisted PD on outcomes. Methods This was a retrospective study using data from the Registre de Dialyse Péritonéale de Langue Française of incident PD patients between 2005 and 2016. Cox proportional hazards modelling was used to analyse transfer to haemodialysis (HD), death, PD failure, peritonitis and renal transplantation. Mediation analyses with a counterfactual approach were carried out to evaluate natural direct and indirect effects of sex on transfer to HD and peritonitis, with nurse-assisted PD as a mediator a priori. Results Of the 14 659 patients included, there were 5970 females (41%) and 8689 males (59%). Women were more frequently treated by nurse-assisted PD than men [2926/5970 (49.1%) versus 3357/8689 (38.7%)]. In the multivariable analysis, women had a lower risk of transfer to HD [cause-specific hazard ratio {cs-HR} 0.82 {95% confidence interval (CI) 0.77–0.88}], death [cs-HR 0.90 (95% CI 0.85–0.95)], peritonitis [cs-HR 0.82 (95% CI 0.78–0.87)], PD failure [cs-HR 0.86 (95% CI 0.83–0.90)] and a lower chance of undergoing transplant [cs-HR 0.83 (95% CI 0.77–0.90)] than men. There was a direct effect of sex on the risk of transfer to HD [cs-HR 0.82 (95% CI 0.82–0.83)], with an indirect effect of nurse-assisted PD [cs-HR 0.97 (95% CI 0.96–0.99)]. Nurse-assisted PD had no indirect effect on the risk of peritonitis. Conclusions Our results suggest that compared with men, women have a lower risk of both transfer to HD and peritonitis. Mediation analysis showed that nurse assistance was a potential mediator in the causal pathway between sex and transfer to HD.