Background Patterns of gene expression can be dramatically different between males and females of the same species, in part due to genes on sex chromosomes. Here we test for sex differences in early transcriptomic response to oxidative stress in a species which lacks heteromorphic sex chromosomes, the copepod Tigriopus californicus. Results Male and female individuals were separately exposed to control conditions and pro-oxidant conditions (hydrogen peroxide and paraquat) for periods of 3 hours and 6 hours. Variance partitioning showed the greatest expression variance among individuals, highlighting the important information that can be obscured by the common practice of pooling individuals. Gene expression variance between sexes was greater than that among treatments, showing the profound effect of sex even when males and females share the same genome. Males exhibited a larger response to both pro-oxidants, differentially expressing more than four times as many genes, including up-regulation of more antioxidant genes, heat shock proteins and protease genes. While females differentially expressed fewer genes, the magnitudes of fold change were generally greater, indicating a more targeted response. Although females shared a smaller fraction of differentially expressed genes between stressors and time points, expression patterns of antioxidant and protease genes were more similar between stressors and more GO terms were shared between time points. Conclusions Early transcriptomic responses to the pro-oxidants H2O2 and paraquat in copepods revealed substantial variation among individuals and between sexes. The finding of such profound sex differences in oxidative stress response, even in the absence of sex chromosomes, highlights the importance of studying both sexes and the potential for developing sex-specific strategies to promote optimal health and aging in humans.