Sex bias exists in the development and progression of nonreproductive organ cancers, but the underlying mechanisms are enigmatic. Studies so far have focused largely on sexual dimorphisms in cancer biology and socioeconomic factors. Here, we establish a role for CD8+ T cell-dependent antitumor immunity in mediating sex differences in tumor aggressiveness, which is driven by the gonadal androgen but not sex chromosomes. A male bias exists in the frequency of intratumoral antigen-experienced Tcf7/TCF1+ progenitor exhausted CD8+ T cells that are devoid of effector activity as a consequence of intrinsic androgen receptor (AR) function. Mechanistically, we identify a novel sex-specific regulon in progenitor exhausted CD8+ T cells and a pertinent contribution from AR as a direct transcriptional transactivator of Tcf7/TCF1. The T cell-intrinsic function of AR in promoting CD8+ T cell exhaustion in vivo was established using multiple approaches including loss-of-function studies with CD8-specific Ar knockout mice. Moreover, ablation of the androgen-AR axis rewires the tumor microenvironment to favor effector T cell differentiation and potentiates the efficacy of anti-PD-1 immune checkpoint blockade. Collectively, our findings highlight androgen-mediated promotion of CD8+ T cell dysfunction in cancer and imply broader opportunities for therapeutic development from understanding sex disparities in health and disease.