The integration of expression profiling with linkage analysis has increasingly been used to identify genes underlying complex phenotypes. The effects of gender on the regulation of many physiological traits are well documented; however, “genetical genomic” analyses have not yet addressed the degree to which their conclusions are affected by sex. We constructed and densely genotyped a large F2 intercross derived from the inbred mouse strains C57BL/6J and C3H/HeJ on an apolipoprotein E null (ApoE^−/−) background. This BXH.ApoE^−/− population recapitulates several “metabolic syndrome” phenotypes. The cross consists of 334 animals of both sexes, allowing us to specifically test for the dependence of linkage on sex. We detected several thousand liver gene expression quantitative trait loci, a significant proportion of which are sex-biased. We used these analyses to dissect the genetics of gonadal fat mass, a complex trait with sex-specific regulation. We present evidence for a remarkably high degree of sex-dependence on both the cis and trans regulation of gene expression. We demonstrate how these analyses can be applied to the study of the genetics underlying gonadal fat mass, a complex trait showing significantly female-biased heritability. These data have implications on the potential effects of sex on the genetic regulation of other complex traits.