Background: Despite the potential connection between hip and knee muscle control, there is limited research on the effects of hip abductor fatigue on the hip and knee neuromuscular responses in both males and females. This study aimed to investigate the influence of sex on the hip and knee frontal plane kinematics and the EMG responses of the hip abductors and knee extensor muscles during the single-leg squat before and after hip abductor fatigue. Methods: A total of 30 participants (males, n = 15; females, n = 15) performed single-leg squats before and immediately after a hip abductor fatigue protocol (10° hip abduction position while bearing a 20% load of their estimated 1RM until exhaustion). The frontal plane kinematics (hip adduction and knee frontal plane projection angle) and EMG parameters (amplitude and median frequency) of the gluteus medius (GMed), tensor fascia latae (TFL), vastus lateralis (VL) and vastus medialis (VM) were measured during the single-leg squat. Results: We did not find any effects of hip abductor fatigue or interaction between fatigue and sex on the evaluated parameters (p > 0.05). However, compared to males, females had greater values for the hip and knee frontal plane kinematics (p = 0.030), GMed EMG amplitude (+10.2%, p = 0.012) and median frequency (+10.3%; p = 0.042) and lower VL median frequency (−9.80%; p = 0.007). Conclusions: These findings establish sex-related differences in the kinematics and hip and knee EMG parameters during the single-leg squat, which were not influenced by the hip abductor fatigue protocol.