Women typically have less muscle mass and more fat mass than men, while at the same time possessing similar or even greater whole-body insulin sensitivity. Our study aimed to investigate the molecular factors in primarily adipose tissue, but also in skeletal muscle, contributing to this sex difference. In healthy, moderately active premenopausal women and men with normal weight (28 ± 5 and 23 ± 3 years old; BMI 22.2 ± 1.9 and 23.7 ± 1.7) and in healthy, recreationally active women and men with overweight (32.2 ± 6 and 31.0 ± 5 years old; BMI 29.8 ± 4.3 & 30.9 ± 3.7) matched at age, BMI, and fitness level, we assessed insulin sensitivity and glucose tolerance with a hyperinsulinemic–euglycemic clamp or oral glucose tolerance test and studied subcutaneous adipose tissue and skeletal muscle samples with western blotting. Additionally, we traced glucose-stimulated glucose disposal in adipose tissues of female and male C57BL/6J littermate mice aged 16 weeks and measured glucose metabolic proteins. Our findings revealed greater protein expression related to glucose disposal in the subcutaneous adipose tissue (AKT2, insulin receptor, glucose transport 4) and skeletal muscle (hexokinase II, pyruvate dehydrogenase) in women compared to matched men with normal weight and with overweight. This increased protein capacity for glucose uptake extended to white adipose tissues of mice accompanied with ~2-fold greater glucose uptake compared to male mice. Furthermore, even in the obese state, women displayed better glucose tolerance than matched men, despite having 46% body fat and 20 kg less lean mass. In conclusion, our findings suggest that the superior potential for glucose disposal in female subcutaneous adipose tissue and skeletal muscle, driven by greater expression of various glucose metabolic proteins, compensates for their lower muscle mass. This likely explains women's superior glucose tolerance and tissue insulin sensitivity compared to men.