Objective: This study aimed to compare the biomarker profile of pre-frail and frail adults in the UK Biobank cohort by sex. Methods: In total, 202,537 participants (67.8% women, aged 37 to 73 years) were included in this cross-sectional analysis. Further, 31 biomarkers were investigated in this study. Frailty was defined using a modified version of the Frailty Phenotype. Multiple linear regression analyses were performed to explore the biomarker profile of pre-frail and frail individuals categorized by sex. Results: Lower concentrations of apoA1, total, LDL, and HDL cholesterol, albumin, eGFRcys, vitamin D, total bilirubin, apoB, and testosterone (differences ranged from −0.30 to −0.02 per 1-SD change), as well as higher concentrations of triglycerides, GGT, cystatin C, CRP, ALP, and phosphate (differences ranged from 0.01 to 0.53 per 1-SD change), were identified both in pre-frail and frail men and women. However, some of the associations differed by sex. For instance, higher rheumatoid factor and urate concentrations were identified in pre-frail and frail women, while lower calcium, total protein, and IGF-1 concentrations were identified in pre-frail women and frail women and men. When the analyses were further adjusted for CRP, similar results were found. Conclusions: Several biomarkers were linked to pre-frailty and frailty. Nonetheless, some of the associations differed by sex. Our findings contribute to a broader understanding of the pathophysiology of frailty as currently defined.