Irritable bowel syndrome (IBS) is a prevalent gastrointestinal disorder linked to intestinal barrier dysfunction and life stress. We have previously reported that female sex per se determines an increased susceptibility to intestinal barrier dysfunction after cold pain stress (CPS). We aimed to identify sex-related molecular differences in response to CPS in healthy subjects to understand the origin of sex bias predominance in IBS. In 13 healthy males and 21 females, two consecutive jejunal biopsies were obtained using Watson’s capsule, at baseline, and ninety minutes after CPS. Total mucosal RNA and protein were isolated from jejunal biopsies. Expression of genes related to epithelial barrier (CLDN1, CLDN2, OCLN, ZO-1, and ZO-3), mast cell (MC) activation (TPSAB1, SERPINA1), and the glucocorticoid receptor (NR3C1) were analyzed using RT-qPCR. NR3C1, ZO-1 and OCLN protein expression were evaluated through immunohistochemistry and western blot, and mucosal inflammation through MC, lymphocyte, and eosinophil numbering. Autonomic, hormonal, and psychological responses to CPS were monitored. We found an increase in jejunal MCs, a reduced CLDN1 and OCLN expression, and an increased CLDN2 and SERPINA1 expression 90 min after CPS. We also found a significant decrease in ZO-1, OCLN, and NR3C1 gene expression, and a decrease in OCLN protein expression only in females, when compared to males. CPS induced a significant increase in blood pressure, plasma cortisol and ACTH, and subjective stress perception in all participants. Specific and independent sex-related molecular responses in epithelial barrier regulation are unraveled by acute stress in the jejunum of healthy subjects and may partially explain female predominance in IBS.