© 2020, The Author(s). Sex differences have been observed in multiple facets of cancer epidemiology, treatment and biology, and in most cancers outside the sex organs. Efforts to link these clinical differences to specific molecular features have focused on somatic mutations within the coding regions of the genome. Here we report a pan-cancer analysis of sex differences in whole genomes of 1983 tumours of 28 subtypes as part of the ICGC/TCGA Pan-Cancer Analysis of Whole Genomes (PCAWG) Consortium. We both confirm the results of exome studies, and also uncover previously undescribed sex differences. These include sex-biases in coding and non-coding cancer drivers, mutation prevalence and strikingly, in mutational signatures related to underlying mutational processes. These results underline the pervasiveness of molecular sex differences and strengthen the call for increased consideration of sex in molecular cancer research.