The aim of this study was to compare pregnancy per artificial insemination (P/AI) after timed AI with sex-sorted sperm (SS) or conventional semen (CS) in lactating dairy cows. Cyclic cows (n = 302) were synchronized by Ovsynch and randomly assigned into two groups at the time of AI. Cows with a follicle size between 12 and 18 mm and clear vaginal discharge at the time of AI were inseminated with either frozen-thawed SS (n = 148) or CS (n = 154) of the same bull. A shallow uterine insemination was performed into the uterine horn ipsilateral to the side of probable impending ovulation. Pregnancy per AI on Day 31 tended (p = 0.09) to be less for SS (31.8%) than CS (40.9%). Similarly, P/AI on Day 62 was less (p = 0.01) for cows inseminated with SS (25.7%) compared with CS (39.0%). The increased difference in fertility between treatments from Days 31 to 62 was caused by the greater (p = 0.02) pregnancy loss for cows receiving SS (19.2%) than CS (4.8%). Cow parity (p = 0.02) and season (p < 0.01) when AI was performed were additional factors affecting fertility. Primiparous cows had greater P/AI than multiparous cows both on Day 31 (41.7% vs 25.0% in SS and 53.0% vs 31.8% in CS groups) and on Day 62 (33.3% vs 20.5% in SS and 48.5% vs 31.8% in CS groups). During the hot season of the year, P/AI on Day 31 was reduced (p = 0.01) in the SS group (19.6%) when compared with the rates during the cool season (38.1%). In conclusion, sex-sorted sperm produced lower fertility results compared to conventional semen even after using some selection criteria to select most fertile cows.