There is strong evidence to show that men and women differ in terms of neurodevelopment, neurochemistry and susceptibility to neurodegenerative and neuropsychiatric disease. The molecular basis of these differences remains unclear. Progress in this field has been hampered by the lack of genome-wide information on sex differences in gene expression and in particular splicing in the human brain. Here we address this issue by using post-mortem adult human brain and spinal cord samples originating from 137 neuropathologically confirmed control individuals to study whole-genome gene expression and splicing in 12 CNS regions. We show that sex differences in gene expression and splicing are widespread in adult human brain, being detectable in all major brain regions and involving 2.5% of all expressed genes. We give examples of genes where sex-biased expression is both disease-relevant and likely to have functional consequences, and provide evidence suggesting that sex biases in expression may reflect sex-biased gene regulatory structures.