Sex differences in mitochondrial numbers and function are present in large cerebral arteries, but it is unclear whether these differences extend to the microcirculation. We performed an assessment of mitochondria-related proteins in cerebral microvessels (MVs) isolated from young, male and female, Sprague-Dawley rats. MVs were isolated from the cerebrum and used to perform proteomics experiment utilizing tandem mass tags, coupled with liquid chromatography/mass spectrometry (MS). MS data and bioinformatic analyses were performed using Proteome Discoverer and Ingenuity Pathway Analysis. We identified a total of 1,969 proteins, of which 1,871 were quantified. Sixty-four proteins were expressed significantly (p < 0.05) higher in female samples compared with male ones. Females expressed more mitochondrial proteins involved in energy production, mitochondrial membrane structure, anti-oxidant enzyme proteins, and those involved in fatty acid oxidation. Conversely, males had higher expression levels of mitochondria-destructive proteins. We validated our key Proteomics results with western blotting. Our findings reveal, for the first time, the full extent of sexual dimorphism in the mitochondrial metabolic protein profiles of MVs, which may contribute to sex-dependent cerebrovascular pathologies.