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Obsessive-compulsive disorder (OCD) is a highly heritable complex phenotype that demonstrates sex differences in age of onset and clinical presentation, suggesting a possible sex difference in underlying genetic architecture. We present the first genome-wide characterization of the sex-specific genetic architecture of OCD, utilizing the largest set of OCD cases and controls available from the Psychiatric Genomics Consortium. We assessed evidence for several mechanisms that may contribute to sex differences including a sex-dependent liability threshold, the presence of individual sex-specific risk variants on the autosomes and the X chromosome, and sex-specific pleiotropic effects. Furthermore, we tested the hypothesis that genetic heterogeneity between the sexes may obscure associations in a sex-combined genome-wide association study. We observed a strong genetic correlation between male and female OCD and no evidence for a sex-dependent liability threshold model, suggesting that sex-combined analysis does not suffer from widespread loss of power because of genetic heterogeneity between the sexes. While we did not detect any significant sex-specific genome-wide single nucleotide polymorphisms (SNP) associations, we did identify two significant gene-based associations in females: GRID2 and GRP135, which showed no association in males. We observed that the SNPs with sexually differentiated effects showed an enrichment of regulatory variants influencing expression of genes in brain and immune tissues. These findings suggest that future studies with larger sample sizes hold great promise for the identification of sex-specific genetic risk factors for OCD.