Although there is a growing interest in the effects of intra‐specific plant genetic variation on species interactions, the effects of plant sex, an important axis of genetic variation, have been less studied. In addition, previous work investigating plant sex effects on species interactions has frequently focused on bitrophic interactions (e.g., herbivory), usually ignoring plant sex effects on higher trophic levels (i.e., natural enemies). Here, we investigated the effects of plant sex on herbivore abundance and that of their natural enemies associated with the dioecious shrub Buddleja cordata Kunth (Scrophulariaceae). Furthermore, we measured a subset of plant traits frequently involved in herbivore resistance and the potentially underlying plant sex effects. To this end, we recorded the abundances of a specialist leaf‐chewing caterpillar [Acronyctodes mexicanaria Walker (Lepidoptera: Geometridae)] throughout an entire growing season. We also recorded information about the caterpillar’s parasitoids, as well as leaf water content, phenolic compounds, phosphorus, and nitrogen for male and female plants of B. cordata. Plant sex did not significantly influence caterpillar abundance but did have an effect on natural enemies, with parasitoid abundance being 2.4‐fold greater on female than on male plants. The effect of plant sex on parasitoids remained significant after accounting for caterpillar abundance, suggesting that it was underlain by a trait‐mediated (rather than density‐mediated) mechanism. Finally, we found that male plants had a higher concentration of phenolic compounds (other traits did not differ between plant sexes). These results provide valuable evidence for the extended effects of plant sex on the third trophic level and point at plant traits potentially mediating such effects.