Inflammatory markers have been found at higher concentrations in women than men with bacterial meningitis. To investigate sex‐based differences in the response to dexamethasone, we performed a post hoc analysis of a double‐blind, randomised multicentre trial of dexamethasone (10 mg, 4 times daily for 4 days) vs placebo in adults with bacterial meningitis. The primary outcome measure was the Glasgow outcome scale score at 8 weeks and interaction tests were used to examine subgroup differences. Between June 1993 and December 2001, 301 patients (56% male) were randomly assigned to a treatment group: 157 received dexamethasone and 144 placebo. Although dexamethasone reduced the risk of unfavourable outcome to a greater extent in women (relative risk [RR] 0.42, 95% confidence interval [CI] 0.21–0.86, P = .02) than men (RR 0.79, 95% CI 0.41–1.51, P = .55), on interaction testing (ratio of RR women:men 0.53, 95% CI 0.20–1.39, P = .19) patient sex was not a significant modifier of the effect of dexamethasone.