Background <p>Posttraumatic stress disorder (PTSD) and major depressive disorder (MDD) are prevalent and deleterious conditions that commonly co-occur among service members. Identifying factors such as sex that could be linked to treatment response among service members with these conditions is critical for improving care delivery.</p> Methods <p>This study examined sex differences in treatment outcomes among U.S. active duty service members with comorbid PTSD and MDD (<i>N</i> = 94; 55% women, 45% men) in a randomized controlled trial comparing behavioral activation-enhanced cognitive processing therapy (BA + CPT) and standard CPT. PTSD and MDD symptom severity was assessed at pretreatment, posttreatment, and 3-month follow-up.</p> Results <p>Intent-to-treat multilevel models indicated treatment condition moderated the relationship between sex and PTSD symptoms (<i>p</i> = .020) but not depression (<i>p</i> = .16). On average, Clinician-Administered PTSD Scale for DSM-5 scores decreased significantly more among servicewomen who received CPT versus BA + CPT at posttreatment (<i>p</i> = .004) and 3-month follow-up (<i>p</i> = .049). There were no significant differences in outcomes among servicemen (<i>p</i>s &gt; 0.05). In CPT, servicewomen reported significantly greater PTSD symptom reduction compared to servicemen at posttreatment (<i>p</i> = .039) but not at follow-up (<i>p</i> = .088). In BA + CPT, PTSD symptoms did not significantly differ between sexes at posttreatment (<i>p</i> = .054) or follow-up (<i>p</i> = .29).</p> Conclusions <p>Findings suggest sex may differentially impact outcomes for CPT but not BA + CPT among service members with PTSD and MDD and could help inform shared decision-making between patients and providers.</p> Trial registration <p>ClinicalTrials.gov registry; registration number NCT02874131; date of registration: 08-22-2016.</p>