Deep learning is increasingly being proposed for detecting neurological and psychiatric diseases from electroencephalogram (EEG) data but the method is prone to inadvertently incorporate biases from training data and exploit illegitimate patterns. The recent demonstration that deep learning can detect the sex from EEG implies potential sex-related biases in deep learning-based disease detectors for the many diseases with unequal prevalence between males and females. In this work, we present the male- and female-typical patterns used by a convolutional neural network that detects the sex from clinical EEG (81% accuracy in a separate test set with 142 patients). We considered neural sources, anatomical differences, and non-neural artifacts as sources of differences in the EEG curves. Using EEGs from 1140 patients, we found electrocardiac artifacts to be leaking into the supposedly brain activity-based classifiers. Nevertheless, the sex remained detectable after rejecting heart-related and other artifacts. In the cleaned data, EEG topographies were critical to detect the sex, but waveforms and frequencies were not. None of the traditional frequency bands was particularly important for sex detection. We were able to determine the sex even from EEGs with shuffled time points and therewith completely destroyed waveforms. Researchers should consider neural and non-neural sources as potential origins of sex differences in their data, they should maintain best practices of artifact rejection, even when datasets are large, and they should test their classifiers for sex biases.