Sex biases in admixture and other demographic processes are recurrent features throughout human evolution. For admixture between Neanderthals and anatomically modern humans (AMHs), sex bias has been proposed as an explanation for the relative lack of Neanderthal ancestry in modern human X chromosomes compared with that in modern human autosomes. By observing a 62% relative excess of AMH ancestry in Neanderthal X chromosomes, we characterized the interbreeding between the two groups as predominantly male Neanderthals with female AMHs. Analytic and numerical modeling presents mate preference as a more parsimonious cause of the sex bias than purely demographic processes with differential patterns of male and female migration.