Background Limited evidence is available on sex differences about the association between hypertension and incident atrial fibrillation (AF). Methods and Results We used a nationwide health checkup and claims database to analyze 3 383 738 adults (median age, 43 (36–51) years, 57.4% men). We investigated the relationship between hypertension and incident AF in men and women using a Cox regression model. We used restricted cubic spline functions to identify the association of blood pressure (BP) as a continuous parameter with incident AF. We categorized the men and women into 4 groups according to the 2017 American College of Cardiology/American Heart Association BP guidelines. During a mean follow‐up of 1199±950 days, 13 263 AF diagnoses were recorded. The incidence (95% CI) of AF was 15.8 (15.5–16.1) per 10 000 person‐years in men and 6.1 (5.9–6.3) per 10 000 person‐years in women. Compared with normal BP, elevated BP, stage 1 hypertension, and stage 2 hypertension were associated with an increased risk AF in both men and women. However, the hazard ratios were greater in women than in men, and the P value for interactions in the multivariable model was 0.0076. The models using restricted cubic spline showed that the risk of AF associated with elevated systolic BP increased steeply above an approximate threshold of systolic BP of 130 mm Hg in men and 100 mm Hg in women. Although our primary findings were consistent across subgroup analyses, this association was most significant in younger individuals. Conclusions Although the incidence of AF was higher in men, the association between hypertension and incident AF was more pronounced in women than in men, suggesting a potential sex difference in the relationship between hypertension and incident AF.