To examine sex differences in trajectories of glucose and insulin prior to the development of type 2 diabetes. Glucose and insulin levels from oral glucose tolerance tests performed every 5 years in the prospective Whitehall II cohort were analysed using mixed-effects models. Out of 6,712 White participants, 475 men and 177 women developed diabetes during a median follow-up time of 14 years. Men who developed diabetes had higher fasting glucose levels than women over the entire follow-up period (P < 0.001), whereas trajectories of 2-h glucose did not differ between sexes (P = 0.34). Two-hour insulin levels tended to be higher among women than men developing diabetes (P = 0.05), but not after adjustment for height (P = 0.45). Men have higher fasting glucose levels than women many years before the diagnosis of diabetes and at time of diagnosis, indicating that the pathogenesis of diabetes may be different between sexes.