Inhibitory control is an important component of executive function. An emerging literature in humans suggests that inhibitory control is sexually dimorphic and modulated by sex steroids, but evidence for such a link in nonhuman animals is scarce. In this study, we examined the effects of menstrual cycle and biological sex on response inhibition, as measured by a Stop-Signal task, in the baboon (Papio papio). The monkeys (n = 13) were socially-housed, with voluntary access to multiple touchscreen computerized stations. The task required monkeys to inhibit prepotent responses (touching a target, “Go” trials) following the appearance of a visual stop signal on 25% of the trials (“Stop” trials). The cognitive data, consisting of computerized records of the monkeys’ performance on the Stop-Signal task over a year of testing, were matched to records of female sexual swellings. Same-day menstrual and cognitive data were available for 5 females, aged 5–18 years. These data were compared to those of 8 males (5–14 years old) performing the Stop-Signal task over the same time period. Contrary to our hypothesis, performance on the task was not significantly affected by the phase (ovulatory vs. luteal) of the cycle in females. However, males were slower than females on Go trials and were less efficient in inhibiting responses on Stop trials. Slower responses in males were indicative of a speed-accuracy trade-off, as overall accuracy was also better in males than in females. Analyses of trial history indicated that males did not speed as much as females following a successful Go trial, but did not differ from females in post-error slowing or post-inhibiting responses. Overall, the data show that biological sex modulates Stop-Signal performance in the baboon, with males exhibiting slower response execution overall, less efficient inhibition, but greater accuracy than females. This pattern of sex differences may reflect motivational sex differences in which males emphasize accuracy rather than speed. Interestingly, these sex differences do not seem to vary as a function of ovarian hormones in females. Males’ greater focus on accuracy is possibly due to enhanced sensitivity to reward mediated by testosterone levels.