Metabolism differs in women and men at homeostasis. Critically ill patients have profound dysregulation of homeostasis and metabolism. It is not clear if the metabolic response to critical illness differs in women compared to men. Such sex-specific differences in illness response would have consequences for personalized medicine. Our aim was to determine the sex-specific metabolomic response to early critical illness. We performed a post-hoc metabolomics study of the VITdAL-ICU trial where subjects received high dose vitamin D3 or placebo. Using mixed-effects modeling, we studied sex-specific changes in metabolites over time adjusted for age, Simplified Acute Physiology Score II, admission diagnosis, day 0 25-hydroxyvitamin D level, and 25-hydroxyvitamin D response to intervention. In women, multiple members of the sphingomyelin and lysophospholipid metabolite classes had significantly positive Bonferroni corrected associations over time compared to men. Further, multiple representatives of the acylcarnitine, androgenic steroid, bile acid, nucleotide and amino acid metabolite classes had significantly negative Bonferroni corrected associations over time compared to men. Gaussian graphical model analyses revealed sex-specific functional modules. Our findings show that robust and coordinated sex-specific metabolite differences exist early in critical illness.