Patients with antipsychotic-naïve first-episode (ANFE) schizophrenia (SZ) can help clarify many confounding factors in determining sex differences in antipsychotic drug induced weight gain and its association with symptom improvement. This 8-week longitudinal trial of ANFE patients with SZ enrolled 526 patients and 313 healthy controls. We evaluated bodyweight and the efficacy of antipsychotics on the Positive and Negative Syndrome Scale (PANSS) at baseline and at the end of week 8. Males and females after treatment showed no sex difference in weight gain, BMI increase, and percentage of weight gain. However, at baseline, male patients had more positive symptoms than female patients, and decreases in positive symptoms, general psychopathology, and total PANSS scores were less in male than female patients. Adjusting for confounding factors using multiple linear regression confirmed that weight gain was significantly associated with these decreases in PANSS symptoms only in men not women. The relationship between weight gain and symptom reduction after 8 weeks of antipsychotic treatment exists only in male patients with ANFE SZ and not in female patients.