Cardiovascular risk factors and biologic sex play a role in vascular dementia which is characterized by progressive reduction in cognitive function and memory. Yet, we lack understanding about the role sex plays in the molecular mechanisms whereby lipid stress contributes to cognitive decline. Five-week-old low-density lipoprotein deficient (LDL-R -/-) male and female mice and C57BL/6J wild types (WT) were fed a control or Western Diet for 8 weeks. Differential expression of protein coding and non-protein coding genes (DEG) were determined in laser captured hippocampal microvessels using genome-wide microarray, followed by bioinformatic analysis of gene networks, pathways, transcription factors and sex/gender-based analysis (SGBA). Cognitive function was assessed by Y-maze. Bioinformatic analysis revealed more DEGs in females (2412) compared to males (1972). Hierarchical clusters revealed distinctly different sex-specific gene expression profiles irrespective of diet and genotype. There were also fewer and different biologic responses in males compared to females, as well as different cellular pathways and gene networks (favoring greater neuroprotection in females), together with sex-specific transcription factors and non-protein coding RNAs. Hyperlipidemic stress also resulted in less severe cognitive dysfunction in females. This sex-specific pattern of differential hippocampal microvascular RNA expression might provide therapeutic targets for dementia in males and females.