Many psychiatric disorders exhibit sex differences, but the underlying mechanisms remain poorly understood. We analyzed transcriptomics data from 2160 postmortem adult prefrontal cortex brain samples from the PsychENCODE consortium in a sex-stratified study design. We compared transcriptomics data of postmortem brain samples from patients with schizophrenia (SCZ), bipolar disorder (BD), and autism spectrum disorder (ASD) with transcriptomics data of postmortem control brains from individuals without a known history of psychiatric disease. We found that brain samples from females with SCZ, BD, and ASD showed a higher burden of transcriptomic dysfunction than did brain samples from males with these disorders. This observation was supported by the larger number of differentially expressed genes (DEGs) and a greater magnitude of gene expression changes observed in female versus male brain specimens. In addition, female patient brain samples showed greater overall connectivity dysfunction, defined by a higher proportion of gene coexpression modules with connectivity changes and higher connectivity burden, indicating a greater degree of gene coexpression variability. We identified several gene coexpression modules enriched in sex-biased DEGs and identified genes from a genome-wide association study that were involved in immune and synaptic functions across different brain cell types. We found a number of genes as hubs within these modules, including those encoding SCN2A, FGF14, and C3. Our results suggest that in the context of psychiatric diseases, males and females exhibit different degrees of transcriptomic dysfunction and implicate immune and synaptic-related pathways in these sex differences.