Sexual dimorphism is seen in many dioecious plant and animal species, which may influence their trophic interactions. The differences in trophic interactions derived from sexual dimorphism in plants may influence herbivorous performance and population dynamics. Both silkworm (Bombyx mori L.) and mulberry (Morus alba L.) usually exhibit sexual dimorphism. However, few studies have been conducted on the effect of sex-related silkworm and mulberry pairings on cocoon and silk qualities, which are crucial in sericulture. Here, we compared the differences in cocoon and silk qualities under four feeding combinations (FS-FL: female silkworm fed with leaves from female mulberry trees; MS-FL: male silkworm fed with leaves from female mulberry trees; FS-ML: female silkworm fed with leaves from male mulberry trees; MS-ML: male silkworm fed with leaves from male mulberry trees). The results showed that silkworms exhibited male-biased herbivory with more male mulberry leaves digested. The FS-ML group had higher silk weight and silk ratio of fresh cocoons than the FS-FL group, and the MS-ML group had lower coarse points than the MS-FL group. Compared with groups FS-ML and FS-FL, both MS-FL and MS-ML had smaller cocoons with longer silk lengths and a higher silk ratio of the fresh cocoons. In addition, the Entropy Weight-TOPSIS method showed the cocoon quality rank as FS-ML > FS-FL > MS-FL > MS-ML, whereas silk quality rank was MS-ML > FS-FL > FS-ML > MS-FL. These results indicate that the quality of cocoon and silk is related to the interaction of silkworm and mulberry at the sex level. Furthermore, female silkworms fed with female and male tree leaves have a higher total yield in cocoon production, while male silkworms fed with male tree leaves produced higher silk quality.