Vocalisation in songbirds and parrots has become a prominent model system for speech and language in humans. We investigated possible sex differences in behavioural and neural responsiveness to mate calls in the budgerigar, a vocally-learning parrot. Males and females were paired for 5 weeks and then separated, after which we measured vocal responsiveness to playback calls (a call of their mate versus a call of an unfamiliar conspecific). Both sexes learned to recognise mate calls during the pairing period. In males, but not females, mate calls evoked significantly fewer vocal responses than unfamiliar calls at one month after separation. Furthermore, in females, there was significantly greater molecular neuronal activation in response to mate calls compared to silence in the caudomedial mesopallium (CMM), a higher-order auditory region, in both brain hemispheres. In males, we found right-sided dominance of molecular neuronal activation in response to mate calls in the CMM. This is the first evidence suggesting sex differences in functional asymmetry of brain regions related to recognition of learned vocalisation in birds. Thus, sex differences related to recognition of learned vocalisations may be found at the behavioural and neural levels in avian vocal learners as it is in humans.