Epigenetic mechanisms modulate gene expression levels during development, shaping how a single genome produces a diversity of phenotypes. Here, we begin to explore the epigenetic regulation of sexual dimorphism in pea aphids (Acyrthosiphon pisum) by focusing on microRNAs. Previous analyses of microRNAs in aphids have focused solely on females, so we performed deep sequencing of a sample containing early-stage males. We used this sample, plus samples from Genbank, to find 207 novel pea aphid microRNA coding loci. We localized microRNA loci to a chromosome-level assembly of the pea aphid genome and found that those on the X chromosome have lower overall expression compared to those on autosomes. We then identified a set of 19 putative male-biased microRNAs and found them enriched on the X chromosome. Finally, we performed protein-coding RNA-Seq of first instar female and male pea aphids to identify genes with lower expression in males. 10 of these genes were predicted targets of the 19 male-biased microRNAs. Our study provides the most complete set of microRNAs in the pea aphid to date and serves as foundational work for future studies on the epigenetic control of sexual dimorphism.