Backgrounds: Anxious depression (AD) has been extensively studied. However, fewer studies have examined sex differences in the prevalence of suicide attempts among AD patients. This study aimed to explore sex differences in suicide attempts and risk factors in patients with AD. Methods: 1380 first episode drug-naive patients with AD were recruited. Sociodemographic and clinical characteristics were measured using a self-administered demographic questionnaire. The Hamilton Depression Scale (HAMD), Hamilton Anxiety Inventory (HAMA), and positive subscale of the Positive and Negative Syndrome Scale (PANSS) were used to assess patients' clinical symptoms. We also measured the patient's blood glucose, lipids, and thyroid axis hormone levels. Results: There were no sex differences in the prevalence of suicide attempts in patients with FEDN anxious depression. In addition, binary logistic regression analysis showed that HAMA score, TSH levels, and TPOAb levels significantly predicted suicide attempts in both male and female patients with AD, while HAMD score significantly predicted suicide attempts in female patients with AD only. Conclusions: The severity of anxiety and higher levels of TSH and TPOAb were associated with an increased risk for suicide attempts in both male and female patients with AD, whereas the severity of depression was only associated with suicide attempts in females.