Cerebrospinal fluid (CSF) levels of amyloid-β 42 (Aβ42) and tau have been evaluated as endophenotypes in Alzheimer's disease (AD) genetic studies. Although there are sex differences in AD risk, sex differences have not been evaluated in genetic studies of AD endophenotypes. We performed sex-stratified and sex interaction genetic analyses of CSF biomarkers to identify sex-specific associations. Data came from a previous genome-wide association study (GWAS) of CSF Aβ42 and tau (1527 males, 1509 females). We evaluated sex interactions at previous loci, performed sex-stratified GWAS to identify sex-specific associations, and evaluated sex interactions at sex-specific GWAS loci. We then evaluated sex-specific associations between prefrontal cortex (PFC) gene expression at relevant loci and autopsy measures of plaques and tangles using data from the Religious Orders Study and Rush Memory and Aging Project. In Aβ42, we observed sex interactions at one previous and one novel locus: rs316341 within SERPINB1 (p = 0.04) and rs13115400 near LINC00290 (p = 0.002). These loci showed stronger associations among females (β = - 0.03, p = 4.25 × 10; β = 0.03, p = 3.97 × 10) than males (β = - 0.02, p = 0.009; β = 0.01, p = 0.20). Higher levels of expression of SERPINB1, SERPINB6, and SERPINB9 in PFC was associated with higher levels of amyloidosis among females (corrected p values < 0.02) but not males (p > 0.38). In total tau, we observed a sex interaction at a previous locus, rs1393060 proximal to GMNC (p = 0.004), driven by a stronger association among females (β = 0.05, p = 4.57 × 10) compared to males (β = 0.02, p = 0.03). There was also a sex-specific association between rs1393060 and tangle density at autopsy (p = 0.047; p = 0.96), and higher levels of expression of two genes within this locus were associated with lower tangle density among females (OSTN p = 0.006; CLDN16 p = 0.002) but not males (p ≥ 0.32). Results suggest a female-specific role for SERPINB1 in amyloidosis and for OSTN and CLDN16 in tau pathology. Sex-specific genetic analyses may improve understanding of AD's genetic architecture.