Given the possible role of hemoconcentration in myocardial infarction and apparent sex differences in susceptibility, three studies examined sex differences in mental stress-induced hemoconcentration, and explored possible underlying mechanisms. Blood pressure, heart rate, and hematocrit were monitored at rest and in response to a mental stress task that was contrived to be increasingly provocative across the three studies. This was confirmed by self-report, performance, and cardiovascular reactivity data. The most convincing evidence for hemoconcentration effects and sex differences in hemoconcentration emerged from exposure to the more provocative of the stress tasks, with men also showing greater hemoconcentration than women. Blood pressure reactivity was a strong and consistent predictor of stress-induced hemoconcentration. These findings may help to explain sex differences in susceptibility to myocardial infarction.