Sensitivity to the subjective reinforcing properties of opioids has a genetic component and can predict addiction liability of opioid compounds. We previously identified Zhx2 as a candidate gene underlying increased brain concentration of the oxycodone (OXY) metabolite oxymorphone (OMOR) in BALB/cJ (J) versus BALB/cByJ (By) females that could increase OXY state-dependent reward. A large structural intronic variant is associated with a robust reduction of Zhx2 expression in J mice, which we hypothesized enhances OMOR levels and OXY addiction-like behaviors. We tested this hypothesis by restoring the Zhx2 loss-of-function in J mice (mouse endogenous retroviral element knockout) and modeling the loss-of-function variant through knocking out the Zhx2 coding exon (exon 3 knockout [E3KO]) in By mice and assessing brain OXY metabolite levels and behavior. Consistent with our hypothesis, Zhx2 E3KO females showed an increase in brain OMOR levels and OXY-induced locomotor activity. However, contrary to our hypothesis, state-dependent expression of OXY conditioned place preference decreased in E3KO females and increased in E3KO males. We also overexpressed Zhx2 in the livers and brains of J mice and observed Zhx2 overexpression in select brain regions that was associated with reduced OXY state-dependent learning. Integrative transcriptomic and proteomic analysis of E3KO mice identified astrocyte function, cell adhesion, extracellular matrix properties, and endothelial cell functions as pathways influencing brain OXY metabolite concentration and behavior. These results support Zhx2 as a quantitative trait gene underlying brain OMOR concentration that is associated with changes in OXY behavior and implicate potential quantitative trait mechanisms that together inform our overall understanding of Zhx2 in brain function. SIGNIFICANCE STATEMENT: This study validated Zhx2 as a gene whose dysfunction increases brain levels of a highly potent and addictive metabolite of oxycodone, oxymorphone, in a female-specific manner. This result has broad implications for understanding the role of oxycodone metabolism and brain oxymorphone levels in the addiction liability of oxycodone (the active ingredient in OxyContin) and highlights the need for the study of sex differences in opioid metabolism as it relates to the addiction liability of opioids and opioid use disorder.