Abstract Background The presence of rapid eye movement sleep behavior disorder (RBD) contributes to increase cognitive impairment and brain atrophy in Parkinson’s disease (PD), but the impact of sex is unclear. We aimed to investigate sex differences in cognition and brain atrophy in PD patients with and without probable RBD (pRBD). Methods Magnetic resonance imaging and cognition data were obtained for 274 participants from the Parkinson's Progression Marker Initiative database: 79 PD with pRBD (PD-pRBD; male/female, 54/25), 126 PD without pRBD (PD-non pRBD; male/female, 73/53), and 69 healthy controls (male/female, 40/29). FreeSurfer was used to obtain volumetric and cortical thickness data. Results Males showed greater global cortical and subcortical gray matter atrophy than females in the PD-pRBD group. Significant group-by-sex interactions were found in the pallidum. Structures showing a within-group sex effect in the deep gray matter differed, with significant volume reductions for males in one structure in in PD-non pRBD (brainstem), and three in PD-pRBD (caudate, pallidum and brainstem). Significant group-by-sex interactions were found in Montreal Cognitive Assessment (MoCA) and Symbol Digits Modalities Test (SDMT). Males performed worse than females in MoCA, phonemic fluency and SDMT in the PD-pRBD group. Conclusion Male sex is related to increased cognitive impairment and subcortical atrophy in de novo PD-pRBD. Accordingly, we suggest that sex differences are relevant and should be considered in future clinical and translational research.