Sex differences in brain and behavior are produced by the perinatal action of testosterone, which is converted into oestradiol by the enzyme aromatase in the brain. Although magnetic resonance imaging (MRI) has been widely used in humans to study these differences, the use of animal models where hormonal status can be properly manipulated are necessary to explore the mechanisms involved. We used sheep, a recognized model in the field of neuroendocrinology, to assess brain morphological and functional sex differences and their regulation by adult gonadal hormones. To this end, we performed a voxel-based morphometry and a resting state functional MRI approach to assess sex differences in gonadally intact animals. We demonstrated significant sex differences in grey matter concentration (GMC) at the level of the gonadotropic axis; i.e. not only within the hypothalamus and pituitary, but also within the hippocampus and the amygdala of intact animals. We then performed the same analysis one month after gonadectomy and found that some of these differences were reduced following gonadectomy, especially in the hypothalamus and amygdala. By contrast, we found few differences in the organization of the functional connectome between males and females either before or after gonadectomy. As a whole, our study identifies brain regions that are sexually dimorphic in sheep brain at the resolution of MRI and highlights the role of gonadal hormones in the maintenance of these differences.