Sex differences have been identified in many diseases associated with dysregulated immune responses, including Alzheimer’s disease (AD), for which approximately two-thirds of patients are women. An accumulating body of research indicates that microglia may play a causal role in the pathogenesis of this disease. We hypothesised that sex differences in the transcriptome of human myeloid cells may contribute to the sex difference observed in AD prevalence. To explore this, we assessed bulk and single-nuclear RNA sequencing data sets generated from four human derived myeloid cell populations: post-mortem microglial nuclei, peripheral monocytes, monocyte-derived macrophages (MDMs) and induced pluripotent stem cell derived microglial-like cells (MGLs). We found that expression of AD risk genes, gene signatures associated with the inflammatory response in AD, and genes related to proinflammatory immune responses were enriched in microglial nuclei isolated from aged female donors without ante-mortem neurological disease, relative to those from males. In addition, these inflammation-associated gene sets were found to be enriched in peripheral monocytes isolated from postmenopausal women and in MDMs obtained from premenopausal individuals relative to age-matched males. Expression of these gene sets did not differ in MDMs derived from women whose blood was sampled across the menstrual cycle or in MGLs cultured with 17β-oestradiol. This suggests that the observed gene set enrichments in myeloid cells from women were not being driven by acute hormonal influences. Together, these data support the hypothesis that the increased prevalence of AD in women may be partly explained by a myeloid cell phenotype biased towards expression of biological processes relevant to AD.