Arginine vasopressin (AVP) is a neuropeptide which acts centrally to modulate numerous social behaviors. One receptor subtype through which these effects occur is the AVP 1a receptor (AVPR1A). The modulatory effects of Avp via the AVPR1A varies by species as well as sex, since both AVP and the AVPR1A tend to be expressed more prominently in males. Beyond these neuromodulatory effects there are also indications that the AVP system may play a role in early development to, in part, organize sex‐specific neural circuitry that is important to sexually dimorphic social behaviors in adulthood. However, to date, AVP's role in early development is poorly understood, particularly with respect to its differential effect on males and females. In order to determine the timing and distribution of the AVP system in early brain development, we examined the brains of male and female C57BL/6J mice between embryonic day (E) 12.5 and postnatal day (P) 2 and quantified Avp and Avpr1a mRNA using qPCR and AVPR1A protein using receptor autoradiography. The mRNA for Avp was measurable in males and females starting at E14.5, with males producing more than females, while Avpr1a mRNA was found as early as E12.5, with no difference in expression between sexes. AVPR1A binding was observed in both sexes starting at E16.5, and while there were no observed sex differences, binding density and the number of neuroanatomical areas did increase over time. These data are significant as they provide the first whole‐brain characterization of the vasopressin system in the embryonic mouse. Further, these findings are consistent with data from other species, that have documented a sex difference in the vasopressin system during early brain formation.