Sexual dimorphism in immunity has been extensively documented across vertebrates, with marked contrasts observed in immune responses between males and females. These variations are mainly attributed to oestrogens conferring enhanced immune responses in females, while males exhibit greater susceptibility to pathogens. However, in the light of the data, consensus is lacking, as different physiological and environmental factors such, as epigenetics, may impact sex-biased immunity. In fish, the regulation of immune responses through sex hormones is primarily determined by the leucocyte function, which contains sex steroid receptors. However, comparative sex-based research in fish immunity is still very limited. This study aimed to evaluate, for the first time, the disparities between males and females yellowtail kingfish (Seriola lalandi) juveniles in several parameters of local humoral innate immunity related to mucosae (skin mucus and foregut homogenates) and reproductive tissue (ovary and testis homogenates), as well as in serum. We investigated the sexual dimorphism in the expression patterns of genes coding for antimicrobial peptides, antiviral markers, and cytokines. Our findings revealed that the yellowtail kingfish males exhibit significantly higher levels of innate immune parameters, both functionally and transcriptionally, compared to females. These results suggest that females may have a higher susceptibility to pathogen infections, potentially leading to latent infections, which deservers further investigations. Understanding these sex-based differences in immunity could guide breeding strategies improvements and disease management in aquaculture facilities.