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ABSTRACT The existence of sex‐specific differences in phenotypic traits is widely recognized. Yet they are often ignored in studies looking at the impact of global changes on marine organisms, particularly within the context of combined drivers that are known to elicit complex interactions. We tested sex‐specific physiological responses of the cosmopolitan and ecologically important marine copepodAcartia tonsaexposed to combined hypoxia and marine heatwave (MHW) conditions, both of which individually strongly affect marine ectotherms. Females and males were acutely exposed for 5 days to a combination of either control (18°C) or a high temperature mimicking a MHW (25°C), and normoxia (100% O₂sat.) or mild hypoxia (35% O₂sat.). Life‐history traits, as well as sex‐specific survival and physiological traits, were measured. Females had overall higher thermal tolerance levels and responded differently than males when exposed to the combined global change drivers investigated. Females also showed lower metabolic thermal sensitivity when compared to males. Additionally, the MHW exerted a dominant effect on the traits investigated, causing a lower survival and higher metabolic rate at 25°C. However, egg production rates appeared unaffected by hypoxia and MHW conditions. Our results showed that MHWs could strongly affect copepods' survival, that combined exposure to hypoxia and MHW exerted an interactive effect only on CT_max, and that sex‐specific vulnerability to these global change drivers could have major implications for population dynamics. Our results highlight the importance of considering the differences in the responses of females and males to rapid environmental changes to improve the implementation of climate‐smart conservation approaches.