Evolution should favour plasticity in dispersal decisions in response to spatial heterogeneity in social and environmental contexts. Sex differences in individual optimization of dispersal decisions are poorly documented in mammals, because species where both sexes commonly disperse are rare. To elucidate the sex-specific drivers governing dispersal, we investigated sex differences in condition dependence in the propensity and distance of natal dispersal in one such species, the roe deer, using fine-scale monitoring of 146 GPS-collared juveniles in an intensively monitored population in southwest France. Dispersal propensity increased with body mass in males such that 36% of light individuals dispersed, whereas 62% of heavy individuals did so, but there was no evidence for condition dependence in dispersal propensity among females. By contrast, dispersal distance increased with body mass at a similar rate in both sexes such that heavy dispersers travelled around twice as far as light dispersers. Sex differences in the strength of condition-dependent dispersal may result from different selection pressures acting on the behaviour of males and females. We suggest that females disperse prior to habitat saturation being reached, likely in relation to the risk of inbreeding. By contrast, natal dispersal in males is likely governed by competitive exclusion through male–male competition for breeding opportunities in this strongly territorial mammal. Our study is, to our knowledge, a first demonstration that condition dependence in dispersal propensity and dispersal distance may be decoupled, indicating contrasting selection pressures drive the behavioural decisions of whether or not to leave the natal range, and where to settle.