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Animals that form social groups have the benefit of receiving information about their environment from their conspecifics as social information. Private information is generally riskier to acquire, but more accurate, than social information. As social and private information may be in conflict, individuals must selectively weigh their information source when responding to their environment. In species with sexual dimorphism, males and females are often faced with different environmental pressures, leading to the evolution of different life history strategies; and potentially differences in social information use. Here, we test the hypothesis that sex impacts individual use of social information. Using Endler’s guppies (Poecilia wingei) exposed to olfactory cues of predation risk (alarm cue and predator water), we investigated how male and female antipredator behaviors and stress physiology were modulated by the presence or absence of calm conspecifics. We found evidence for sex-specific social buffering, where females exposed to a calm social group showed fewer antipredator behaviors. Additionally, over time, females utilized social information to modulate their activity levels whereas males did not, suggesting that females will integrate social information after completion of an initial threat response to evaluate the safety of their environment. However, we found that neither males nor females experienced a change in cortisol release rate, suggesting that buffering is occurring at the behavioural, but not physiological, level. Altogether, our results display sex influences the utilization of social cues to assess environmental risk. Individuals must weigh private and social information when responding to their environment. Due to differences in willingness to take risks, preference for private versus social information may differ by sex. Risk-averse females may prioritize social information, while risk-prone males may instead rely on private information. Here we exposed male and female Endler’s guppies to olfactory cues of predation risk in the presence or absence of calm conspecifics and measured antipredator behaviours and cortisol release rate pre- and post-receipt of cues. We found that females but not males utilized social information resulting in a buffered behavioural response, but only after an initial anti-predator response to cues of risk. Our results highlight how sex can shape the evolution of information use and, more broadly, of non-reproductive behaviors such as risk assessment and response.