In adult horses, pronounced sex differences in behavior exist, and many riders prefer male horses to mares. In the present study, we tested the hypothesis that sex differences in the response of horses to handling emerge before puberty, that is, in sexually immature animals. Warm-blooded yearling horses (6 males and 9 females) were exposed to a stationary human test (exposure to an unfamiliar person for 5 minutes) and a tolerance test (haltering and direct contact with the horse) on 5 consecutive days. The horses' behavior and heart rate were recorded. Male yearling horses displayed significantly less exploratory behavior than females during the stationary human test on days 1 and 2 (P < 0.05). Latency to halter and ease with which horses could be haltered were significantly affected by day (P < 0.05), and a significant interaction of day and sex was detected (P < 0.05; e.g., time for haltering: females, day 1: 23.8 ± 7.8 seconds [±standard error of the mean] and day 5: 21.1 ± 1.7 seconds; males, day 1: 53.6 ± 10.4 seconds and day 5: 19.4 ± 2.2 seconds). Heart rate of the horses in response to the test situations was significantly affected by day (P < 0.01) but not by sex. In conclusion, sex differences in behavior do not only exist in adult horses but are already present in young horses before puberty. When exposed to unfamiliar humans for the first time, male yearling horses display more caution than females.