Aim: Stressful life events and individual stress experience are important risk factors for the development of physical and mental disorders. One of the modulating factors determining interindividual differences in stress experience is the person’s gender. In the current study, we investigated sex-related differences in the frequency and perception of stressful life events during adolescence, a period characterized by particularly high stress levels. Subject and methods: We examined 1,657 14-year-old adolescents who were recruited as part of the IMAGEN study, a European multicenter research project on mental well-being of young people. For the detection of stressful life events, we used the Life Events Questionnaire, a highly valid instrument for testing common stressful events during adolescence. Results: Although boys and girls did not differ significantly regarding the total amount of stressful life events, girls reported more stressful events in the familial and body-related areas, whereas boys experienced more conflicts with superiors and independence-marking events. As regards valence, girls reported greater psychological distress compared to boys; however, in all significant results, the effect sizes were only small to moderate. Conclusion: While previous research highlighted severe stressors in adult samples, we investigated for the first time adolescents with a broader scope of stressful events. The observed differences in the stress experience may contribute to explain the sex-dependent variations in the incidence of stress-related disorders.