Worldwide, adult men experience an excess burden of tuberculosis (TB) disease compared to women, but few studies have examined sex differences in TB among people with HIV. In this study, we aimed to investigate sex differences in TB infection and disease among people with HIV in Rio de Janeiro, Brazil. Analysis of data from a randomized controlled trial and retrospective cohort study. We analyzed data from two studies conducted between 2005 and 2017. The THRio Study (2005-2012) evaluated increasing tuberculin skin testing (TST) and TB preventive therapy (TPT) and UnivART (2010-2017) was a virtual cohort study of people with HIV and TB with data from four national electronic registries. Among 4,606 people with HIV in THRio, 2,992 (65.0%) had a TST placed and read, of whom 312/1,865 (17%) males and 203/1,127 (18%) females (p = 0.37) had prevalent TB infection. TB disease incidence was higher among males compared to females overall (IRR 1.33, 95% CI 1.04-1.69), among males compared to females who did not receive TPT (IRR 1.30, 95% CI 1.01-1.67), and among males compared to females on ART (IRR 1.64, 95% CI 1.17-2.29). Among 54,957 people with HIV in UnivART, TB disease incidence rates were higher among males than females overall (IRR 1.28, 95% CI 1.18-1.39), among males compared to females on ART (IRR 1.58, 95% CI 1.40-1.77), and among males compared to females not on ART (IRR 1.11, 95% CI 0.99-1.25). In this medium TB and HIV burden setting, TB disease incidence was higher among males than females with HIV, despite similar prevalence of TB infection.