Real-world evidence on a potential statin effect modification by sex is inconclusive, especially for the primary prevention of cardiovascular disease (CVD). We aimed to quantify the differences in the effect of statins on lipid parameters between men and women. The PharmLines Initiative linked the Lifelines Cohort Study and the IADB.nl prescription database. This database covers a representative population from the Netherlands. We selected participants aged ≥40years at the index date: The date of the first prescription of any statin monotherapy in the study period 2006 to 2017. Multivariate regression modeling was used to compare the difference of the mean percentage change of lipid parameters (% mean difference [MD]) from baseline to follow-up measurement between the sexes. Out of 5366 statin users from approximately 50,000 participants available in the final linked database, 685 were statin initiators. At baseline, women had significantly higher levels of mean total cholesterol (TC), low-density lipoprotein cholesterol (LDL-C), and highdensity lipoprotein cholesterol (HDL-C) than men (all P values <.01). At follow-up, women had a significantly higher mean percentage change of HDL-C compared to men (adjusted%MD 5.59, 95% confidence interval [CI] 2.42-8.75, P<.01). There was no significant sex difference in other parameters, nor in the proportion of men and women who achieved LDL-C ≤2.5mmol/L. Statins appear to have a greater effect on increasing HDL-C levels in women than men while showing similar effect on other lipid parameters in both sexes. Men should not be treated differently than women.