Background. Sex-based disparities in chronic obstructive pulmonary disease (COPD) diagnosis remain underexplored, particularly in primary care settings. This study assessed sex differences in clinical burden, diagnostic delay, and missed diagnostic opportunities using conventional and composite metrics. Methods. A cross-sectional analysis was conducted in 166 newly diagnosed COPD patients (76 women, 90 men) from Spanish primary care. Clinical severity, healthcare use, and diagnostic timing were compared using Mann–Whitney and chi-squared tests. Composite indices included the Symptom Intensity Score, Diagnostic Inertia Indices, DOSE Index, and Diagnosis Complexity Score. Multivariable regressions evaluated independent associations. Results. At diagnosis, women showed a greater clinical and functional burden (FEV₁ % predicted: 50.4% vs. 61.4%, p < 0.001; symptom intensity z-score: 0.13 vs. −0.67, p < 0.001), higher diagnostic complexity (Diagnosis Complexity Score: 403.5 vs. 272.0, p < 0.001), and longer diagnostic delay (median: 133.0 vs. 66.5 days, p < 0.001). Stratified and composite analyses confirmed consistent sex-based asymmetries. In adjusted models, being female independently predicted a longer diagnostic delay (β = 0.888, p = 0.005), but was not significantly associated with the burden of missed diagnostic opportunities (MDOs) (β = 0.112, p = 0.395). Conclusions. Women with newly diagnosed COPD experience greater symptom burden and longer diagnostic delays. Composite metrics may improve the identification of diagnostic disparities in routine clinical settings.