Differences in lower limb kinematics between males and females during functional activities may be attributed to sex differences in the incidence of patellofemoral pain, which is more common in females. To better comprehend the knee joint motion, it is necessary to understand both inter-segmental coordination patterns and angular amplitude. This exploratory study aimed to assess sex differences in pelvis–thigh and thigh–shank coordination patterns in the frontal and horizontal planes during walking. Data regarding the kinematic characteristics of the pelvis, thigh, and shank segments were collected from 26 males and 26 females performing walking at self-selected speeds using a 3D motion capture system. Furthermore, we compared the kinematics of the pelvis, thigh, and shank during walking as well as the pelvis–thigh and thigh–shank coordination patterns in the frontal and horizontal planes during the stance phase between males and females. Compared to males, females had greater thigh adduction (p < 0.001) and internal rotation (p < 0.001) throughout the stance phase;​ significantly greater frequency of the pelvis–thigh anti-phase pattern in the frontal plane in the early (p = 0.002) and mid-stance (p = 0.003);​ and significantly greater thigh–shank anti-phase pattern in the frontal plane in the early (p = 0.001) and mid-stance (p = 0.015). These results suggest the presence of sex differences in the inter-segmental coordination of the pelvis and lower limb during walking. However, as this study could not determine a causal relationship between female sex and knee joint injury, further longitudinal studies are needed to determine the effects of differences in coordination patterns on the pathophysiology of the injury and pain generation.