In equestrian sports, many riders and trainers prefer either male or female horses because of the sex-specific characteristics. Many sex-related differences do not depend on gonadal activity but are suggested to be established much earlier in life. Readiness for birth depends on timely maturation of the fetus which is necessary to adapt to the challenges of extrauterine life. We hypothesized that horse foals already show sex-related differences during neonatal adaptation. Foaling itself, behavior of the foals after birth, salivary cortisol concentration, and heart rate variability (root mean square of successive RR differences [RMSSDs]) were investigated in healthy warmblood foals (male n = 28, female n = 34). Gestation length differed significantly between colts and fillies (338.5 ± 1.5 days and 334.3 ± 1.1 days, P < 0.05). Duration of stage II of parturition was not affected by sex of the foal (male 13.6 ± 1.3, female 13.4 ± 1.5 minutes). In female foals, the intervals from birth to the first attempt to stand (14.2 ± 1.2 minutes) and to first standing (42.7 ± 2.7 minutes) were shorter than in male foals (first attempt to stand 18.9 ± 1.8 minutes, P < 0.05, first standing 51.2 ± 3.3 minutes, P < 0.05). Male and female foals did not differ significantly with regard to the time of first suckling after birth (male 119.1 ± 8.1, female 106.7 ± 7.8 minutes). Concentration of cortisol in saliva increased for 1 hour after the birth of the foal and decreased thereafter (P < 0.001) but did not differ significantly between sexes. Heart rate increased in male and female foals within 30 minutes after birth and decreased continuously thereafter (P < 0.001), whereas the heart rate variability parameter RMSSD decreased within 1 hour after birth and increased thereafter (P < 0.001). Neither for heart rate nor RMSSD were significant differences between male and female foals seen. In conclusion, sex influences some behavior of horse foals during neonatal adaptation. Despite a longer gestation length of males, adaptation to the extrauterine environment is slightly but significantly delayed in this sex due to the prolonged time interval for the first attempt to rise and first standing.