There is evidence that stressful events are associated with psychosis. This study aimed to explore sex differences in the association between stressful life events occurring during childhood and adulthood and psychosis. A total of 78 psychotic patients and 156 controls were enrolled. Childhood adversities were evaluated using a validated semi-structured interview and the Childhood Experience of Care and Abuse Questionnaire. Recent life events were recorded using a semi-structured interview with a normative and contextual approach. The diagnosis of psychosis was made according to Jablensky's criteria. χ and t-test statistical analyses were run. Odds ratios were calculated in logistic regression. People with psychosis reported more exposure to both childhood adversities and recent events than the general population. An excess of childhood physical abuse was found among male psychotic patients, whereas both childhood sexual abuse and recent life events were overrepresented among female patients in comparison with the general population. There was a cumulative effect of stressful life events on psychosis, although it was stronger among females than in males. It is likely that there are gender differences in the association between stressful life events and psychosis.