Males and females often have different requirements during early development, leading to sex-specific interactions between developing offspring. In polytocous mammals, competition for limited resources in utero may be asymmetrical between the sexes, and androgens produced by male foetuses could have adverse effects on the development of females, with potentially long-lasting consequences. We show here, in an unmanaged population of Soay sheep, that female lambs with a male co-twin have reduced birth weight relative to those with a female co-twin, while there was no such effect in male twins. In addition, females with a male co-twin had lower lifetime breeding success, which appeared to be mainly driven by differences in first-year survival. These results show that sex-specific sibling interactions can have long-term consequences for survival and reproduction, with potentially important implications for optimal sex allocation.