Background: Understanding how pandemics differentially impact on the socio-protective and psychological outcomes of males and females is important to develop more equitable public health policies. We assessed whether males and females differed on measures of major depression and generalized anxiety during the COVID-19 the pandemic, and if so, which sociodemographic, pandemic, and psychological variables may affect sex differences in depression and anxiety. Methods: Participants were a nationally representative sample of Irish adults (N=1,032) assessed between April 30th to May 19th, 2020, during Ireland’s first COVID-19 nationwide quarantine. Participants completed self-report measures of anxiety (GAD-7) and depression (PHQ-9), as well as 23 sociodemographic pandemic-related, and psychological variables. Sex differences on measures of depression and anxiety were assessed using binary logistic regression analysis and differences in sociodemographic, pandemic, and psychological variables assessed using chi-square tests of independence and independent samples t-tests. Results: Females were significantly more likely than males to screen positive for major depressive disorder (30.6% vs. 20.7%; χ 2 (1)=13.26, p<.001, OR=1.69 [95% CI=1.27, 2.25]), and generalised anxiety disorder (23.3% vs. 14.4%; χ 2 (1)=13.42, p<.001, OR=1.81 [95% CI=1.31, 2.49]). When adjusted for all other sex-varying covariates however, sex was no longer significantly associated with screening positive for depression (AOR=0.80, 95% CI=0.51, 1.25) or GAD (AOR=0.97, 95% CI=0.60, 1.57). Conclusion: Observed sex-differences in depression and anxiety during the COVID-19 pandemic in the Republic of Ireland are best explained by psychosocial factors of COVID-19 related anxiety, trait neuroticism, lower sleep quality, higher levels of loneliness, greater somatic problems, and, in the case of depression, increases in childcaring responsibilities and lower trait consciousnesses. Implications of these findings for public health policy and interventions are discussed.