Caveolin-1 (CAV1) is a conserved group of structural membrane proteins that form special cholesterol and sphingolipid-rich compartments, especially in adipocytes. Recently, it has been reported that CAV1 is an important target protein in sex hormone-dependent regulation of various metabolic pathways, particularly in cancer and diabetes. To clarify distinct roles of CAV1 in sex-dependent obesity development, we investigated the effects of high fat diet (HFD) and sex steroid hormones on CAV1 expression in adipose tissues of male and female rats. Results of animal experiments revealed that estrogen (17-β-estradiol, E2) and androgen (dihydrotestosterone, DHT) had opposite effects on body weight gain as well as on the regulation of CAV1, hormone sensitive lipase (HSL) and uncoupling protein 1 (UCP1) in adipose tissues. Furthermore, sex hormone receptors and aromatase were differentially expressed in a sex-dependent manner in response to E2 and DHT treatments. In vivo data were confirmed using 3T3-L1 and HIB1B cell lines, where Cav1 knock down stimulated lipogenesis but suppressed sex hormone receptor signaling proteins. Most importantly, co-immunoprecipitation enabled the identification of previously unrecognized CAV1-interacting mitochondrial or lipid oxidative pathway proteins in adipose tissues. Taken together, current data showed that CAV1 may play important preventive role in the development of obesity, with more prominent effects in females, and proved to be an important target protein for the hormonal regulation of adipose tissue metabolism by manipulating sex hormone receptors and mitochondrial oxidative pathways. Therefore, we can report, for the first time, the molecular mechanism underlying the effects of sex steroid hormones in the sex-dimorphic regulation of CAV1.