The first instar nymphs, both male and female, of the giant stick insect Cladomorphus phyllinus Gray, 1835 were carefully described and measured, revealing a remarkable sexual dimorphism that is considered rare among insects and is poorly explored in the order Phasmida. The studied F1 nymphs originated in captivity from eggs laid by a coupled female specimen collected in the Atlantic Forest in the vicinity of Petrópolis city, state of Rio de Janeiro, Brazil. The first instar nymphs of C. phyllinus were measured and illustrated in high-resolution photographs to show the general aspects and details of sexually dimorphic traits, making clear the phenotypic differences in the sexes. A total of 100 nymphs were kept alive until morphological sexual dimorphism was confirmed and quantified. All recently hatched first instar nymphs were separated based on the presumed male and female characteristics, i.e., the presence and absence of the suture in the metanotum in the males and females, respectively, had their sexes confirmed in 100% of the specimens as previously assigned. These results confirm this new morphological trait, which here is named “alar suture” as sex-specific in the first instar nymphs, a novelty in this stage of development of sexual differentiation. In addition, the distinct conformations of the last three abdominal sternites of both sexes were recorded.