Accumulating studies have revealed gender differences in many aspects of schizophrenia (SZ), including obesity and cognitive function. The relationship between obesity and cognitive impairment in SZ has been studied before; however, the results are inconsistent. This study was designed to examine the sex differences in the relationship between body mass index (BMI) and cognitive deficits in Chinese patients with chronic SZ, which have not been investigated yet. 176 chronic patients with SZ (male/female = 108/68) and 200 controls (male/female = 120/80) were enrolled to compare the sex differences in cognitive functions measured by the Repeatable Battery for the Assessment of Neuropsychological Status (RBANS), BMI, and their associations. The clinical symptoms were evaluated using the positive and negative syndrome scales (PANSS). Our results showed that male patients had lower BMI and more negative symptoms but fewer positive symptoms than female patients (all p < 0.05). However, there was no significant sex difference in RBANS scores. In male patients, BMI was correlated with age of onset, PANSS general psychopathology, total score, negative symptom, together with RBANS language, visuospatial/construction, and attention. Further regression analysis showed that in male patients, BMI was significantly associated with RBANS language, PANSS general psychopathology, PANSS total score, and age of onset, with adjusted R2 = 0.22. These findings revealed significant sex differences in BMI, cognitive dysfunctions and their association in SZ. Nonetheless, these results should only be considered as preliminary because of the cross-sectional design, which will deserve further replication in first-episode patients using a prospective longitudinal design.