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Background Sex differences in adolescent mental disorders are well documented, but less is known about how these differences evolve during the transition to adulthood, particularly during the shift from Child and Adolescent Mental Health Services (CAMHS) to Adult Mental Health Services (AMHS), a critical period marked by vulnerability to discontinuity of care.Objective To examine sex-specific differences in psychiatric symptom profiles and clinical trajectories during the CAMHS–AMHS transition using data from the European MILESTONE project, a 2-year longitudinal study.Methods A cohort of 1004 adolescents (aged 17–19) in CAMHS was assessed at baseline (T1), 9 months (T2), 15 months (T3) and 24 months (T4). Measures included the Child Behavior Checklist/Adult Behavior Checklist, Health of the Nation Outcome Scales for Children and Adolescents, and the Specific Level of Functioning Scale. Multilevel modelling included sex, diagnosis and time point as covariates, testing three-way interactions for differential trajectories.Findings Males showed higher symptom severity and impairment across measures, particularly in anxiety/somatic/trauma, eating disorder/obsessive-compulsive disorder (ED/OCD) and schizophrenia. Females exhibited better functioning. Significant sex differences emerged in internalising symptoms (eg, anxiety/somatic/trauma, autism spectrum disorder (ASD)), externalising symptoms (eg, attention deficit hyperactivity disorder (ADHD)), overall psychopathology (eg, ADHD, personality disorder/conduct disorder/substance use disorder) and functioning (eg, ED/OCD, schizophrenia spectrum disorder).Conclusions Sex-related differences in symptom severity, diagnosis and functioning persist across the CAMHS–AMHS transition, with males generally more impaired and females showing better adaptive outcomes.Clinical implications Identifying sex-specific trajectories can enhance personalised transitional care, reduce misdiagnosis and guide targeted interventions—especially for under-recognised presentations such as ADHD/ASD in females and ED in males.Trial registration number ISRCTN83240263.