Sex and gender biases in the incidence of autoimmunity and infection imply that women have stronger immune responses. Women are at higher risk of autoimmune diseases, while men are more likely to die of infectious disease. Molecular factors driving this phenomenon may be detectable in the transcriptome, as it reflects immune activation, hormonal regulation, and chromosome status. We performed an immunologically focused investigation of transcriptional sex differences across global populations. First, we performed an integrated multi-cohort analysis of 6 cohorts consisting of 458 individuals to identify a 178-gene signature, called the Immune Sex Expression Signature (iSEXS), which is differentially expressed between healthy men and women in the blood across populations. We validated iSEXS in 3 additional cohorts of 128 samples. Second, we examined whether iSEXS was driven by cell frequencies. Using deconvolution, a method of predicting cell frequencies from bulk gene expression, we performed a meta-analysis of sex differences in cell frequencies. We validated our results in an independent mass cytometry dataset and found that males had higher frequencies of monocytes. Third, we examined the role of sex hormones and chromosomes in iSEXS. We observed that 25% of iSEXS is located on sex chromosomes. Importantly, in a cohort of disorders of sexual development, XY-individuals with normal female genitalia expressed iSEXS at similar levels as XY-males, indicating that iSEXS is primarily driven by chromosomal differences. As a robust gene signature across populations, iSEXS has applications in understanding why women and men have differential risks of autoimmunity and infection.