Sex differences in the mean trait expression are well documented, not only for traits that are directly associated with reproduction. Less is known about how the variability of traits differs between males and females. In species with sex chromosomes and dosage compensation, the heterogametic sex is expected to show larger trait variability (“sex-chromosome hypothesis”), yet this central prediction, based on fundamental genetic principles, has never been evaluated in detail. Here we show that in species with heterogametic males, male variability in body size is significantly larger than in females, whereas the opposite can be shown for species with heterogametic females. These results support the prediction of the sex-chromosome hypothesis that individuals of the heterogametic sex should be more variable. We argue that the pattern demonstrated here for sex-specific body size variability is likely to apply to any trait and needs to be considered when testing predictions about sex-specific variability and sexual selection.