The question of a potential biological sexual signature in the human brain is a heavily disputed subject. In order to provide further insight into this issue, we used an evolutionary approach to identify genes with sex differences in brain expression level among primates. We reasoned that expression patterns important to uphold key male and female characteristics may be conserved during evolution. We selected cortex for our studies because this specific brain region is responsible for many higher behavioral functions. We compared gene expression profiles in the occipital cortex of male and female humans (Homo sapiens, a great ape) and cynomolgus macaques (Macaca fascicularis, an old world monkey), two catarrhine species that show abundant morphological sexual dimorphism, as well as in common marmosets (Callithrix Jacchus, a new world monkey) which are relatively sexually monomorphic. We identified hundreds of genes with sex-biased expression patterns in humans and macaques, while fewer than ten were differentially expressed between the sexes in marmosets. In primates, a general rule is that many of the morphological and behavioral sexual dimorphisms seen in polygamous species, such as macaques, are typically less pronounced in monogamous species such as the marmosets. Our observations suggest that this correlation may also be reflected in the extent of sex-biased gene expression in the brain. We identified 85 genes with common sex-biased expression, in both human and macaque and 2 genes, X inactivation-specific transcript (XIST) and Heat shock factor binding protein 1 (HSBP1), that were consistently sex-biased in the female direction in human, macaque, and marmoset. These observations imply a conserved signature of sexual gene expression dimorphism in cortex of primates. Further, we found that the coding region of female-biased genes is more evolutionarily constrained compared to the coding region of both male-biased and non sex-biased brain expressed genes. We found genes with conserved sexual gene expression dimorphism in the occipital cortex of humans, cynomolgus macaques, and common marmosets. Genes within sexual expression profiles may underlie important functional differences between the sexes, with possible importance during primate evolution.