Background Sex differences in body composition are appreciated throughout the lifespan with probable contributions from sex steroids: testosterone and estrogen. The purpose of this longitudinal observational study was to determine if sex differences in body composition emerge during the first months of life in healthy infants, corresponding to the age at which male infants produce endogenous testosterone. Methods Linear growth and body composition parameters using air displacement plethysmography were obtained from 602 healthy infants after birth and again at 5 months of age. Rate of change in body composition parameters were compared between sexes. Results Sex differences in length, total mass, fat free mass (FFM), and percent fat mass (%FM) were present both at birth and at 5 months (p < 0.001 for all), with males having greater total mass and FFM but lower %FM. Gain in %FM over the first 5 months was significantly lower in males (p = 0.0004). This difference was secondary to a gain of 17 g/week more in FFM in males compared to females. Conclusions Sex differences in body composition emerge in the first months of life, with lower adiposity accumulation in males. Endogenous testosterone production in males ~1–4 months of age may account for findings and may have lifelong implications for sex differences in body composition.