Sex-specific prevalence rates in mental and physical disorders may be partly explained by sex differences in physiological stress responses. Neural networks that might be involved are those underlying feedback processing. Aim of the present EEG study was to investigate whether acute stress alters feedback processing, and whether stress effects differ between men and women. Male and female participants performed a gambling task, in a control and a stress condition. Stress was induced by exposing participants to a noise stressor. Brain activity was analyzed using both event-related potential and time-frequency analyses, measuring the feedback-related negativity (FRN) and feedback-related changes in theta and beta oscillatory power, respectively. While the FRN and feedback-related theta power were similarly affected by stress induction in both sexes, feedback-related beta power depended on the combination of stress induction condition and sex. FRN amplitude and theta power increases were smaller in the stress relative to the control condition in both sexes, demonstrating that acute noise stress impairs performance monitoring irrespective of sex. However, in the stress but not in the control condition, early lower beta-band power increases were larger for men than women, indicating that stress effects on feedback processing are partly sex-dependent. Our findings suggest that sex-specific effects on feedback processing may comprise a factor underlying sex-specific stress responses.