Myalgic encephalomyelitis/chronic fatigue syndrome (ME/CFS) is a complex, multi-symptom illness characterized by debilitating fatigue and post-exertional malaise (PEM). Numerous studies have reported sex differences at the epidemiological, cellular, and molecular levels between male and female ME/CFS patients. To gain further insight into these sex-dependent changes, we evaluated differential gene expression by RNA-sequencing (RNA-Seq) in 33 ME/CFS patients (20 female, 13 male) and 34 matched healthy controls (20 female and 14 male) before, during, and after an exercise challenge intended to provoke PEM. Our findings revealed that pathways related to immune-cell signaling (including IL-12) and natural killer cell cytotoxicity were activated as a result of exertion in the male ME/CFS cohort, while female ME/CFS patients did not show significant enough changes in gene expression to meet the criteria for the differential expression. Functional analysis during recovery from an exercise challenge showed that male ME/CFS patients had distinct changes in the regulation of specific cytokine signals (including IL-1β). Meanwhile, female ME/CFS patients had significant alterations in gene networks related to cell stress, response to herpes viruses, and NF-κβ signaling. The functional pathways and differentially expressed genes highlighted in this pilot project provide insight into the sex-specific pathophysiology of ME/CFS.