Sex differences in the behavioral responses of Labrador Retriever dogs in the Strange Situation Test were explored. Behaviors expressed by dogs during seven 3-min episodes were analyzed through a Principal Component Analysis (PCA). The scores of factors obtained were analyzed with a Generalized Linear Mixed Model to reveal the effects of the dog’s sex and age and the owner’s sex. In Episode 1 (dog and owner) and 5 (dog alone), the PCA identified three and two factors, respectively, which overall explained 68.7% and 59.8% of the variance, with no effect of sex. In Episodes 2 (dog, owner, and stranger), 3 and 6 (dog and stranger), and 4 and 7 (dog and owner), the PCA identified four factors, which overall explained 51.0% of the variance. Effects of sex were found on: Factor 1 (distress), with lower scores obtained by females in Episode 2 and higher in Episode 3; Factor 2 (sociability), which was overall higher in females; Factor 3 (separation-distress), with females, but not males, obtaining higher scores when left with the stranger than when with the owner. Therefore, females were overall more social but seemed more affected than males by the owner’s absence. Parallels can be traced between our results and sex differences found in adult human romantic attachment, suggesting that the dog-owner bond has characteristics that are not found in the infant-mother relationship.