Evidence suggests a remarkable shared genetic susceptibility between psychiatric disorders. However, sex-dependent differences have been less studied. We explored the contribution of schizophrenia (SCZ), bipolar disorder (BD) and major depressive disorder (MDD) polygenic scores (PGSs) on the risk for psychotic disorders and whether sex-dependent differences exist (CIBERSAM sample: 1826 patients and 1372 controls). All PGSs were significantly associated with psychosis. Sex-stratified analyses showed that the variance explained in psychotic disorders risk was significantly higher in males than in females for all PGSs. Our results confirm the shared genetic architecture across psychotic disorders and demonstrate sex-dependent differences in the vulnerability to psychotic disorders.