COVID-19 has been associated with sex differences in terms of mortality and morbidity. Viral entry proteins including those regulated by ACE2 and TMPRSS2 may play a role, but few studies have been conducted to date and none have examined sex differences in brain expression. Additionally, HLA-DQA2 expression has emerged as a potential moderator of COVID-19 outcomes. Using non-invasive imaging transcriptomics, we measured ACE2, TMPRSS2, and HLA-DQA2 mRNA expression in gray matter volumes using MRI scans obtained from 1,045 healthy adults aged 21-35 years (44% male) imaged prior to the COVID-19 pandemic. ACE2 (t = 9.24, p < 0.001, d = 0.576), TMPRSS2 (t = 24.66, p < 0.001, d = 1.54), and HLA-DQA2 (t = 3.70, p < 0.001, d = 0.231) expression was significantly higher in males compared to females. Bayesian network analysis indicated significant (p < 0.05) positive causal paths from ACE2 to HLA-DQA2 (B = 0.282), ACE2 to TMPRSS2 (B = 0.357), and TMPRSS2 to HLA-DQA1 (B = 0.139) and a negative causal path from sex (males = -1, females = 1) to TMPRSS2 (B = -0.607). Our results have important implications for neurological symptoms associated with COVID-19 and long COVID including complex interactions between viral entry proteins and immune responses, sex-related disparities in symptom reporting and diagnosis, assessment of neurological problems after COVID-19, and potential COVID-19 related syndemics. However, further research is needed to determine gene expression patterns by sex and COVID-19 outcomes, to evaluate additional genes that may influence neurologic status, and studies that include objective assessments of neurologic outcomes.