Conjugated linoleic acid (CLA) has been reported to be a bioactive food component. However, there is limited knowledge on the sex-dependent effects of CLA on energy metabolism. In the present study, Drosophila melanogaster was used to investigate the sex-dependent effects of CLA with respect to body fat, muscle, locomotion, and a key metabolic regulator, AMP-activated protein kinase α (AMPKα). Adult flies were fed a cornmeal-based fly food with 0.5% of CLA oil (50:50 of cis-9,trans-11 and trans-10,cis-12 CLA isomers in triacylglycerol (TAG) form), 0.5% safflower oil (high in linoleic acid [LNA] as control), or 0.5% water (as blank) for 5 days. Accumulation of CLA in tissue was verified using gas chromatography-mass spectrometry. CLA-fed flies had reduced TAG and increased locomotor activity when compared to LNA-fed control flies. In addition, CLA increased the muscle content when compared to the blank. Moreover, following CLA supplementation, increased AMPKα activity was observed in females, but not in males. These sex-dependent metabolic effects of CLA may be due to physiological differences in lipid metabolism and nutrient requirements. In conclusion, CLA promoted the body composition and locomotion behavior in D. melanogaster and regulated the sex-specific metabolism in part via AMPKα. As key physiological processes are conserved between fly and human, information obtained from this research could provide valuable insights into sex-dependent responses to CLA in humans.