Background: Exercise training elicits changes in muscle physiology, epigenomics, transcriptomics, and proteomics, with males and females exhibiting differing physiological responses to exercise training. However, the molecular mechanisms contributing to the differing adaptations between the sexes are poorly understood. Methods: We performed a meta-analysis for sex differences in skeletal muscle DNA methylation following an endurance training intervention (Gene SMART cohort and E-MTAB-11282 cohort). We investigated for sex differences in the skeletal muscle proteome following an endurance training intervention (Gene SMART cohort). Lastly, we investigated whether the methylome and proteome are associated with baseline cardiorespiratory fitness (maximal oxygen consumption; VO₂max) in a sex-specific manner. Results: Here, we investigated for the first time, DNA methylome and proteome sex differences in response to exercise training in human skeletal muscle (n = 78; 50 males, 28 females). We identified 92 DNA methylation sites (CpGs) associated with exercise training; however, no CpGs changed in a sex-dependent manner. In contrast, we identified 189 proteins that are differentially expressed between the sexes following training, with 82 proteins differentially expressed between the sexes at baseline. Proteins showing the most robust sex-specific response to exercise include SIRT3, MRPL41, and MBP. Irrespective of sex, cardiorespiratory fitness was associated with robust methylome changes (19,257 CpGs) and no proteomic changes. We did not observe sex differences in the association between cardiorespiratory fitness and the DNA methylome. Integrative multi-omic analysis identified sex-specific mitochondrial metabolism pathways associated with exercise responses. Lastly, exercise training and cardiorespiratory fitness shifted the DNA methylomes to be more similar between the sexes. Conclusions: We identified sex differences in protein expression changes, but not DNA methylation changes, following an endurance exercise training intervention; whereas we identified no sex differences in the DNA methylome or proteome response to lifelong training. Given the delicate interaction between sex and training as well as the limitations of the current study, more studies are required to elucidate whether there is a sex-specific training effect on the DNA methylome. We found that genes involved in mitochondrial metabolism pathways are differentially modulated between the sexes following endurance exercise training. These results shed light on sex differences in molecular adaptations to exercise training in skeletal muscle.