Accumulating evidence shows that disruption of white matter (WM) may be involved in the pathophysiology of schizophrenia, even at the onset of psychosis. However, very few studies have explored sex difference in its association with psychopathology in schizophrenia. This study aims to compare sex differences in clinical features and WM abnormalities in first-episode and drug-naive (FEDN) schizophrenia among Han Chinese inpatients. The WM fractional anisotropy (FA) values of the whole-brain were determined using voxel-based diffusion tensor imaging (DTI) in 39 (16 males and 23 females) FEDN patients with schizophrenia and 30 healthy controls (13 males and 17 females) matched for gender, age, and education. Patient psychopathology was assessed using the Positive and Negative Syndrome Scale (PANSS). Our results showed that compared with the controls, the patients showed widespread areas of lower FA, including corpus callosum, brainstem, internal capsule, cingulate, and cerebellum (all adjusted p < 0.01). Further, male patients showed lower FA values in left cingulate (F = 4.92, p = 0.033), but higher scores on the PANSS total, positive, and general psychopathology subscale scores (all p < 0.01) than female patients. Multivariate regression analysis showed that for male patients, FA values in right corpus callosum were positively associated with the PANSS total (beta = 0.785, t = 3.76, p = 0.002) and the negative symptom scores (beta = 0.494, t = 2.20, p = 0.044), while for female patients, FA values in left cingulate were negatively associated with the PANSS positive symptom score (beta = -0.717, t = -2.25, p = 0.041). Our findings indicate sex difference in white matter disconnectivity and its association with psychopathological symptoms in an early course of schizophrenia onset.