Females are known to have a better survival rate than males in the general population, but previous studies have shown that this superior survival is diminished in patients on dialysis. This study aimed to investigate the risk of mortality in relation to sex among Korean patients undergoing hemodialysis (HD) or peritoneal dialysis (PD). A total of 4994 patients with kidney failure who were receiving dialysis were included for a prospective nationwide cohort study. Cox multivariate proportional hazard models were used to determine the association between sex and the risk of cause-specific mortality according to dialysis modality. During a median follow-up of 5.8 years, the death rate per 100 person-years was 6.4 and 8.3 in females and males, respectively. The female-to-male mortality rate in patients on dialysis was 0.77, compared to 0.85 in the general population. In adjusted analyses, the risk of all-cause mortality was significantly lower for females than males in the entire population (hazard ratio [HR] 0.79, 95% confidence interval [CI] 0.71–0.87, P < 0.001). No significant differences in the risk of cardiovascular and infection-related deaths were observed according to sex. The risk of mortality due to sudden death, cancer, other, or unknown causes was significantly lower for females than males in the entire population (HR 0.66, 95% CI 0.56–0.78, P < 0.001), in patients on HD (HR 0.75, 95% CI 0.62–0.90, P = 0.003), and in patients on PD (HR 0.49, 95% CI 0.34–0.70, P < 0.001). The survival advantage of females in the general population was maintained in Korean dialysis patients, which was attributed to a lower risk of noncardiovascular and noninfectious death.Trial registration: ClinicalTrials.gov Identifier: NCT00931970.