(1) Background: The purpose of this study is to provide more nuanced insights into the effects of sub-dimensional levels of psychopathy on moral dilemma judgments. To this end, this study examined the effects of primary and secondary psychopathy on utilitarian and deontological response tendencies. Moreover, this study also explored the mediating role of alexithymia as well as the moderating role of gender in these effects. (2) Methods: A total of 1227 participants were recruited through the online questionnaire service wjx.cn. After deleting unfinished questionnaires, the remaining 1170 participants were included in the final data analysis. Each participant completed a demographic information questionnaire, the Levenson Self-Report Psychopathy Scale, the Toronto Alexithymia Scale-20, and six pairs of moral dilemmas. Descriptive and correlational analyses of study variables were conducted in SPSS 22.0. Mediation and gender difference analyses were conducted in AMOS 23.0. (3) Results: Primary psychopathy was negatively correlated with deontological response tendencies and uncorrelated with utilitarian response tendencies. By contrast, secondary psychopathy also correlated negatively with deontological response tendencies, but it correlated positively with utilitarian response tendencies. Mediation analysis revealed that alexithymia only mediated the relationship between secondary psychopathy and deontological response tendencies. Multi-group analysis revealed that there was no difference between females and males in the indirect effect model. (4) Conclusions: People with high primary psychopathy are less likely to reject harm in moral dilemmas. By contrast, people with high secondary psychopathy have high alexithymia, which causes them to be less concerned about avoiding harm, and they are more likely to maximize outcomes in moral dilemmas. These findings shed new light on the moral dilemma judgments of individuals with primary and secondary psychopathy.