Objective. Sex differences in emotions have been widely perceived via self-reports, peripheral physiological signals and brain imaging techniques. However, how sex differences are reflected in the electroencephalography (EEG) neural patterns of emotions remains unresolved. In this paper, we detect sex differences in emotional EEG patterns, investigate the consistency of such differences in various emotion datasets across cultures, and study how sex as a factor affects the performance of EEG-based emotion recognition models. Approach. We thoroughly assess sex differences in emotional EEG patterns on five public datasets, including SEED, SEED-IV, SEED-V, DEAP and DREAMER, systematically examine the sex-specific EEG patterns for happy, sad, fearful, disgusted and neutral emotions, and implement deep learning models for sex-specific emotion recognition. Main results. (1) Sex differences exist in various emotion types and both Western and Eastern cultures; (2) The emotion patterns of females are more stable than those of males, and the patterns of happiness from females are in sharp contrast with the patterns of sadness, fear and disgust, while the energy levels are more balanced for males; (3) The key features for emotion recognition are mainly located at the frontal and temporal sites for females and distributed more evenly over the whole brain for males, and (4) the same-sex emotion recognition models outperform the corresponding cross-sex models. Significance. These findings extend efforts to characterize sex differences in emotional brain activation, provide new physiological evidence for sex-specific emotion processing, and reinforce the message that sex differences should be carefully considered in affective research and precision medicine.