Sexual dimorphism of the skeleton is well documented. At maturity, the male skeleton is typically larger and has a higher bone density than the female skeleton. However, the underlying mechanisms for these differences are not completely understood. In this study, we examined sexual dimorphism in the formation of osteoclasts between cells from female and male mice. We found that the number of osteoclasts in bones was greater in females. Similarly, in vitro osteoclast differentiation was accelerated in female osteoclast precursor (OCP) cells. To further characterize sex differences between female and male osteoclasts, we performed gene expression profiling of cultured, highly purified, murine bone marrow OCPs that had been treated for 3 days with macrophage colony-stimulating factor (M-CSF) and receptor activator of NF-κB ligand (RANKL). We found that 125 genes were differentially regulated in a sex-dependent manner. In addition to genes that are contained on sex chromosomes, transcriptional sexual dimorphism was found to be mediated by genes involved in innate immune and inflammatory response pathways. Furthermore, the NF-κB-NFATc1 axis was activated earlier in female differentiating OCPs, which partially explains the differences in transcriptomic sexual dimorphism in these cells. Collectively, these findings identify multigenic sex-dependent intrinsic difference in differentiating OCPs, which results from an altered response to osteoclastogenic stimulation. In humans, these differences could contribute to the lower peak bone mass and increased risk of osteoporosis that females demonstrate relative to males.