Sex is an important determinant of brain microvessels (MVs) function and susceptibility to cerebrovascular and neurological diseases, but underlying mechanisms are unclear. Using high throughput RNA sequencing analysis, we examined differentially expressed (DE) genes in brain MVs from young, male, and female rats. Bioinformatics analysis of the 23,786 identified genes indicates that 298 (1.2%) genes were DE using False Discovery Rate criteria (FDR; p < 0.05), of which 119 (40%) and 179 (60%) genes were abundantly expressed in male and female MVs, respectively. Nucleic acid binding, enzyme modulator, and transcription factor were the top three DE genes, which were more highly expressed in male than female MVs. Synthesis of glycosylphosphatidylinositol (GPI), biosynthesis of GPI-anchored proteins, steroid and cholesterol synthesis, were the top three significantly enriched canonical pathways in male MVs. In contrast, respiratory chain, ribosome, and 3 ́-UTR-mediated translational regulation were the top three enriched canonical pathways in female MVs. Different gene functions of MVs were validated by proteomic analysis and western blotting. Our novel findings reveal major sex disparities in gene expression and canonical pathways of MVs and these differences provide a foundation to study the underlying mechanisms and consequences of sex-dependent differences in cerebrovascular and other neurological diseases.