Abstract Background Sex differences in the symptomatology of adults with attention-deficit/hyperactivity disorder (ADHD) have often been overlooked when studying behavioral abnormalities. However, it is known that women exhibit considerably more stronger symptoms related to emotional competence than men. Since affective functions significantly influence the processing of risky decision-making and risk-engagement, we assume that risky behavior in ADHD is affected by sex differences. Therefore, we specifically investigated sex-specific effects on the interaction between emotionally induced changes in physiology and behavioral performance on a decision-making task. Methods Skin conductance responses of twenty-nine adults with ADHD (n = 16 male; n = 13 female) and thirty-three adults in the control group (n = 14 male; n = 19 female) were recorded during the performance in a modified version of the Balloon Analogue Risk Task (BART). Additional questionnaires were used to reveal insights in the self-assessment of emotional competence, risk perception, and feedback sensitivity. Emotional arousal and decision-making behavior were analyzed using linear mixed-effects models. Results Results showed different effects of sex on risk behaviors in controls and ADHD. In contrast to healthy controls, female adults with ADHD showed a significantly greater risk engagement in the BART compared to males with ADHD. This contrary sex relation was not observed in skin conductance responses and revealed a significantly different sex-dependent correlation of body response and behavioral task performance in ADHD. Comparisons with results from self-assessments furthermore indicate a reduced behavioral self-perception in women with ADHD, but not in men. Conclusion In summary, we found an altered interaction between physiological activity and risky behavior in women with ADHD. Thus, the present study indicates a reduced sensitivity towards the own bodily responses in women with ADHD, which could consequently cause increased risky DM behavior in daily life. The current results suggest that more consideration needs to be given to sex-specific effects on physiological processes and behavior in adults with ADHD.