Loci that can be used to screen for sex in salmon can provide important information for study of both wild and cultured populations. Here, we tested for associations between sex and genotypes at thousands of loci available from a genotyping-by-sequencing (GBS) dataset to discover sex-associated loci in sockeye salmon (Oncorhynchus nerka). We discovered 7 sex-associated loci, developed high-throughput assays for 2 loci, and tested the utility of these 2 assays in 8 collections of sockeye salmon sampled throughout North America. We also screened an existing assay based on the master sex-determining gene in salmon (sdY) in these collections. The ability of GBS-derived loci to assign fish to their phenotypic sex varied substantially among collections suggesting that recombination between the loci that we discovered and the sex-determining gene has occurred. Assignment accuracy to phenotypic sex was much higher with the sdY assay but was still less than 100%. Alignment of sequences from GBS-derived loci to draft genomes for 2 salmonids provided strong evidence that many of these loci are found on chromosomes orthologous to the known sex chromosome in sockeye salmon. Our study is the first to describe the approximate location of the sex-determining region in sockeye salmon and indicates that sdY is also the master sex-determining gene in this species. However, discordances between sdY genotypes and phenotypic sex and the variable performance of GBS-derived loci warrant more research.