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Stress is a well-known cause of reproductive dysfunction in many species, including birds, rodents, and humans, though males and females may respond differently. A powerful way to investigate how stress affects reproduction is by examining its effects on a biological system essential for regulating reproduction, the hypothalamic-pituitary-gonadal (HPG) axis. Often this is done by observing how a stressor affects the amount of glucocorticoids, such as cortisol or corticosterone, circulating in the blood and their relationship with a handful of known HPG-producing reproductive hormones, like testosterone and estradiol. Until now, we have lacked a full understanding of how stress affects all genomic activity of the HPG axis and how this might differ between the sexes. We leveraged a highly replicated and sex-balanced experimental approach to test how male and female rock doves (Columba livia) respond to restraint stress at the level of their transcriptome. Females exhibit increased genomic responsiveness to stress at all levels of their HPG axis as compared to males, and these responsive genes are mostly unique to females. Reasons for this may be due to fluctuations in the female endocrine environment over the reproductive cycle and/or their evolutionary history, including parental investment and the potential for maternal effects. Direct links between genome to phenome cause and effect cannot be ascertained at this stage; however, the data we report provide a vital genomic foundation on which sex-specific reproductive dysfunction and adaptation in the face of stress can be further experimentally studied, as well as novel gene targets for genetic intervention and therapy investigations.