Spain is one of the countries most affected by the COVID-19 pandemic. Although risk factors for severe disease are published, sex differences have been widely neglected. In this multicentre study, we aimed to identify predictors of in-hospital mortality in men and women hospitalised with COVID-19. An observational longitudinal study was conducted in the cohort of patients admitted to four hospitals in Andalusia, Spain, from 1 March 2020 to 15 April 2020. Sociodemographic and clinical data were collected from hospital records. The Kaplan–Meier method was used to estimate 30-day survival and multiple Cox regression models were applied. All analyses were stratified by sex. A total of 968 patients were included (54.8% men, median age 67.0 years). In-hospital mortality reached 19.1% in men and 16.0% in women. Factors independently associated with an increased hazard of death were advanced age, higher CURB-65 score and not receiving azithromycin treatment, in both sexes; active cancer and autoimmune disease, in men; cardiovascular disease and chronic lung disease, in women. Disease outcomes and predictors of death differed between sexes. In-hospital mortality was higher in men, but the long-term effects of COVID-19 merit further research. The sex-differential impact of the pandemic should be addressed in public health policies.