Gene-based methods such as PrediXcan use expression quantitative trait loci to build tissue-specific gene expression models when only genetic data is available. There are known sex differences in tissue-specific gene expression and in the genetic architecture of gene expression, but such differences have not been incorporated into predicted gene expression models to date. We built sex-aware PrediXcan models using whole blood transcriptomic data from the Genotype-Tissue Expression (GTEx) project (195 females and 371 males) and evaluated their performance in an independent dataset. Specifically, PrediXcan models were built following the method described in Gamazon et al. 2015, but we included both whole-sample and sex-specific models. Validation was evaluated leveraging lymphoblast RNA sequencing data from the EUR cohort of the 1000 Genomes Project (178 females and 171 males). Correlations (R2) between observed and predicted expression were evaluated in 5,283 autosomal genes to determine performance of models. In sum, we successfully predicted 1,149 genes in males and 623 in females, while 3,511 genes appeared to be not sex-specific. Of the sex-specific genes, 15% (189 genes in males and 73 genes in females) exhibited higher R2 in sex-specific models compared to whole-sample models, although the overall gain in predictive power was generally minimal and well within measurement error. Nevertheless, two female-specific genes and six male-specific genes showed significantly better prediction when using the sex-specific weights versus the whole-sample weights; furthermore, several of these genes play a role in mitochondrial metabolism, which is known to be influenced by sex hormones. Taken together, these results support previous reports of the small contribution of genetic architecture to sex-specific expression. Still, sex-aware PrediXcan models were able to provide robust sex-specific prediction signals. Future studies exploring the contribution of the X chromosome and tissue specificity on sex-specific genetically regulated expression will clarify the utility of this method.