To examine sex differences in neurodevelopmental outcomes and brain development from early life to 8 years in males and females born preterm. This was a prospective cohort study of infants born very preterm (24-32 weeks' gestation) and followed to 8 years with standardized measures of neurodevelopment. Brain magnetic resonance imaging (MRI) scans were performed soon after birth, term-equivalent age, and 8 years. The relationship between sex, severe brain injury, early pain exposure, fractional anisotropy (FA), and neurodevelopmental outcomes were assessed using multivariable generalized estimating equations. Males (N=78) and females (N=66) were similar in clinical risk factors. Male sex was associated with lower cognitive scores (β=-3.8, P=0.02) and greater motor impairment (OR=1.8, P=0.04) across time. Male sex was associated with lower superior white matter FA across time (β=-0.01, P=0.04). Sex moderated the association between severe brain injury, early pain, and neurodevelopmental outcomes. With severe brain injury, males had lower cognitive scores at 3 years (P<0.001). With increasing pain, females had lower cognitive scores at 8 years (P=0.008), and males had greater motor impairment at 4.5 years (P=0.001) and 8 years (P=0.05). Males born preterm had lower cognitive scores and greater motor impairment compared with females, which were associated with differences in white matter maturation. The association between severe brain injury, early pain exposure, and neurodevelopmental outcomes was moderated by sex, indicating a differential response to early-life adversity in males and females born preterm.