The preference for high-calorie foods depends on sex and contributes to obesity development. Fibroblast growth factor 21 (FGF21) beneficially affects taste preferences and obesity, but its action has mainly been studied in males. The aim of this study was to compare the effects of FGF21 on food preferences and glucose and lipid metabolism in C57Bl/6J male and female mice with diet-induced obesity. Mice were injected with FGF21 or vehicle for 7 days. Body weight, choice between standard (SD) and high-fat (HFD) diets, blood parameters, and gene expression in white (WAT) and brown (BAT) adipose tissues, liver, muscles, and the hypothalamus were assessed. Compared to males, females had a greater preference for HFD; less WAT; lower levels of cholesterol, glucose, and insulin; and higher expression of Fgf21, Insr, Ppara, Pgc1, Acca and Accb in the liver and Dio2 in BAT. FGF21 administration decreased adiposity; blood levels of cholesterol, glucose, and insulin; hypothalamic Agrp expression, increased SD intake, decreased HFD intake independently of sex, and increased WAT expression of Pparg, Lpl and Lipe only in females. Thus, FGF21 administration beneficially affected mice of both sexes despite obesity-associated sex differences in metabolic characteristics, and it induced female-specific activation of gene expression in WAT.