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Background Studies assessing volumetric sex differences have provided contradictory results. Total intracranial volume (TIV) is a major confounding factor when estimating local volumes of interest (VOIs). We investigated how the number, size, and direction of sex differences in gray matter volume (GMv) vary depending on how TIV variation is statistically handled. Methods Sex differences in the GMv of 116 VOIs were assessed in 356 participants (171 females) without correcting for TIV variation or after adjusting the data with 5 different methods (VBM8 non-linear-only modulation, proportions, power-corrected-proportions, covariation, and the residuals method). The outcomes obtained with these procedures were compared to each other and to those obtained in three criterial subsamples, one comparing female-male pairs matched on their TIV and two others comparing groups of either females or males with large/small TIVs. Linear regression was used to quantify TIV effects on raw GMv and the efficacy of each method in controlling for them. Results Males had larger raw GMv than females in all brain areas, but these differences were driven by direct TIV-VOIs relationships and more closely resembled the differences observed between individuals with large/small TIVs of sex-specific subsamples than the sex differences observed in the TIV-matched subsample. All TIV-adjustment methods reduced the number of sex differences but their results were very different. The VBM8- and the proportions-adjustment methods inverted TIV-VOIs relationships and resulted in larger adjusted volumes in females, promoting sex differences largely attributable to TIV variation and very distinct from those observed in the TIV-matched subsample. The other three methods provided results unrelated to TIV and very similar to those of the TIV-matched subsample. In these datasets, sex differences were bidirectional and achieved satisfactory replication rates in 19 VOIs, but they were “small” (d