The ultimate causes for predominant male-biased dispersal (MBD) in mammals and female-biased dispersal (FBD) in birds are still subject to much debate. Studying exceptions to general patterns of dispersal, for example, FBD in mammals, provides a valuable opportunity to test the validity of proposed evolutionary pressures. We used long-term behavioural and genetic data on individually banded Proboscis bats (Rhynchonycteris naso) to show that this species is one of the rare mammalian exceptions with FBD. Our results suggest that all females disperse from their natal colonies prior to first reproduction and that a substantial proportion of males are philopatric and reproduce in their natal colonies, although male immigration has also been detected. The age of females at first conception falls below the tenure of males, suggesting that females disperse to avoid father–daughter inbreeding. Male philopatry in this species is intriguing because Proboscis bats do not share the usual mammalian correlates (i.e. resource-defence polygyny and/or kin cooperation) of male philopatry. They have a mating strategy based on female defence, where local mate competition between male kin is supposedly severe and should prevent the evolution of male philopatry. However, in contrast to immigrant males, philopatric males may profit from acquaintance with the natal foraging grounds and may be able to attain dominance easier and/or earlier in life. Our results on Proboscis bats lent additional support to the importance of inbreeding avoidance in shaping sex-biased dispersal patterns and suggest that resource defence by males or kin cooperation cannot fully explain the evolution of male philopatry in mammals.