Objective: Sex-specific differences in hypothalamic–pituitary–adrenal axis activity might explain why male preterm infants are at higher risk of neonatal mortality and morbidity than their female counterparts. We examined whether male and female preterm infants differed in cortisol production and metabolism at 10 days post-partum. Design and methods: This prospective study included 36 preterm born infants (18 boys) with a very low birth weight (VLBW) (<1.500 g). At 10 days postnatal age, urine was collected over a 4-to 6-h period. Glucocorticoid metabolites were measured using gas chromatography-mass spectrometry. Main outcome measures were: (1) cortisol excretion rate, (2) sum of all glucocorticoid metabolites, as an index of corticosteroid excretion rate, and (3) ratio of 11-OH/11-OXO metabolites, as an estimate of 11B-hydroxysteroid dehydrogenase (11B-HSD) activity. Differences between sexes, including interaction with Score of Neonatal Acute Physiology Perinatal Extension-II (SNAPPE II), sepsis and bronchopulmonary dysplasia (BPD), were assessed. Results: No differences between sexes were found for cortisol excretion rate, corticosteroid excretion rate or 11B-HSD activity. Interaction was observed between: sex and SNAPPE II score on 11B-HSD activity (P = 0.04) and sex and BPD on cortisol excretion rate (P = 0.04). Conclusion: This study did not provide evidence for sex-specific differences in adrenocortical function in preterm VLBW infants on a group level. However, in an interaction model, sex differences became manifest under stressful circumstances. These patterns might provide clues for the male disadvantage in neonatal mortality and morbidity following preterm birth. However, due to the small sample size, the data should be seen as hypothesis generating.