Fish sex is often associated with its economic traits, such as growth and body color. The mechanism of fish sex determination is always a hot spot for scientific research. Fish is one of the most diverse groups of vertebrates, and its sex determination mechanism is diverse and complex. Blunt-snout bream (BSB), belonging to Cyprinidae and the genus Megalobrama, is an important economic fish in China. Ordinary consumers are more inclined to buy male fish that does not carry eggs, hence the preparation of this all-male group of BSB meets the needs of the industry. In this study, we applied a whole genome resequencing approach to search sex-linked markers and better characterized sex determination in this fish. Our results confirmed that BSB uses a male heterogametic (XX/XY) system. Individuals from two populations including 10 males and 10 females were sequenced using a whole genomic sequencing method. A large potential sex differentiated region with approximately 6 Mb at the beginning of linkage group (LG) 9 of female BSB genome was identified using genome comparative analysis. This region contained a high density of male-biased genetic polymorphisms and harbored 275 genes, whereas reported sex-related genes didn't exist in this region. With the help of male genome, some male-biased sequences were identified using genome-wide associated analysis, and subsequently a male-specific marker was developed. Our results exhibited that BSB had a considerably large sex locus on LG9, which was likely sex chromosome of this species. Moreover, we developed a male-specific marker for BSB. Our study not only is of great practical significance to the development of sex-controlled breeding technology, but also is of theoretical significance to further explore the sex determination mechanism in fish.