Sex biases in the genome-wide distribution of DNA methylation and gene expression levels are some of the manifestations of sexual dimorphism in mammals. To advance our understanding of the mechanisms that contribute to sex biases in DNA methylation and gene expression, we conducted whole genome bisulfite sequencing (WGBS) as well as RNA-seq on liver samples from mice with different combinations of sex phenotype and sex-chromosome complement. We compared groups of animals with different sex phenotypes, but the same genetic sexes, and vice versa, same sex phenotypes, but different sex-chromosome complements. We also compared sex-biased DNA methylation in mouse and human livers. Our data show that sex phenotype, X-chromosome dosage, and the presence of Y chromosome shape the differences in DNA methylation between males and females. We also demonstrate that sex bias in autosomal methylation is associated with sex bias in gene expression, whereas X-chromosome dosage-dependent methylation differences are not, as expected for a dosage-compensation mechanism. Furthermore, we find partial conservation between the repertoires of mouse and human genes that are associated with sex-biased methylation, an indication that gene function is likely to be an important factor in this phenomenon.