Alcohol‐associated liver disease is a major cause of alcohol‐related mortality. However, the mechanisms underlying disease progression are not fully understood. Recently we found that liver molecular pathways are altered by alcohol consumption differently in males and females. We were able to associate these sex‐specific pathways with two upstream regulators: H3K4‐specific demethylase enzymes KDM5B and KDM5C. Mice were fed the Lieber‐DeCarli alcohol liquid diet for 3 weeks or a combination of a high‐fat diet with alcohol in water for 16 weeks (western diet alcohol model [WDA] model). To assess the role of histone demethylases, mice were treated with AAV‐shControl, AAV‐shKdm5b, and/or AAV‐shKdm5c and/or AAV‐shAhR vectors. Gene expression and epigenetic changes after Kdm5b/5c knockdown were assessed by RNA‐sequencing and H3K4me3 chromatin immunoprecipitation analysis. We found that less than 5% of genes affected by Kdm5b/Kdm5c knockdown were common between males and females. In females, Kdm5b/Kdm5c knockdown prevented fibrosis development in mice fed the WDA alcohol diet for 16 weeks and decreased fibrosis‐associated gene expression in mice fed the Lieber‐DeCarli alcohol liquid diet. In contrast, fibrosis was not affected by Kdm5b/Kdm5c knockdown in males. We found that KDM5B and KDM5C promote fibrosis in females through down‐regulation of the aryl hydrocarbon receptor (AhR) pathway components in hepatic stellate cells. Kdm5b/Kdm5c knockdown resulted in an up‐regulation of Ahr, Arnt, and Aip in female but not in male mice, thus preventing fibrosis development. Ahr knockdown in combination with Kdm5b/Kdm5c knockdown restored profibrotic gene expression. Conclusion: KDM5 demethylases contribute to differences between males and females in the alcohol response in the liver. The KDM5/AhR axis is a female‐specific mechanism of fibrosis development in alcohol‐fed mice.