Sex-specific neurobiological changes have been implicated in Major Depressive Disorder (MDD). Dysfunctions of the default mode network (DMN), salience network (SN) and frontoparietal network (FPN) are critical neural characteristics of MDD, however, the potential moderating role of sex on resting-state network dynamics in MDD has not been sufficiently evaluated. Thus, resting-state functional magnetic resonance imaging (fMRI) data were collected from 138 unmedicated patients with first-episode MDD (55 males) and 243 healthy controls (HCs; 106 males). Recurring functional network co-activation patterns (CAPs) were extracted, and time spent in each CAP (the total amount of volumes associated to a CAP), persistence (the average number of consecutive volumes linked to a CAP), and transitions across CAPs involving the SN, DMN and FPN were quantified. Relative to HCs, MDD patients exhibited greater persistence in a CAP involving activation of the DMN and deactivation of the FPN (DMN + FPN-). In addition, relative to the sex-matched HCs, the male MDD group spent more time in two CAPs involving the SN and DMN (i.e., DMN + SN- and DMN-SN + ) and transitioned more frequently from the DMN + FPN- CAP to the DMN + SN- CAP relative to the male HC group. Conversely, the female MDD group showed less persistence in the DMN + SN- CAP relative to the female HC group. Our findings highlight that the imbalance between SN and DMN could be a neurobiological marker supporting sex differences in MDD. Moreover, the dominance of the DMN accompanied by the deactivation of the FPN could be a sex-independent neurobiological correlate related to depression.