Metabolic syndrome (MetS) contributes to the spread of cardiovascular diseases, diabetes mellitus type 2, and neurodegenerative diseases. Evaluation of sex- and hormone-dependent changes in body weight, blood pressure, blood lipids, oxidative stress markers, and alterations in different types of memory in Sprague-Dawley rats fed with a high fat and high fructose (HFHF) diet were evaluated. After 12 weeks of feeding the male and female rats with HFHF, body weight gain, increase in blood pressure, and generation of dyslipidemia compared to the animals fed with chow diet were observed. Regarding memory, it was noted that gonadectomy reverted the effects of HFHF in the 24 h novel object recognition task and in spatial learning/memory analyzed through Morris water maze, males being more affected than females. Nevertheless, gonadectomy did not revert long-term memory impairment in the passive avoidance task induced by HFHF nor in male or female rats. On the other hand, sex-hormone-diet interaction was observed in the plasma concentration of malondialdehyde and nitric oxide. These results suggest that the changes observed in the memory and learning of MetS animals are sex- and hormone-dependent and correlate to an increase in oxidative stress.