Various animal models of depression have been used to seek a greater understanding of stress-related disorders. However, there is still a great need for novel research in this area, as many individuals suffering from depression are resistant to current treatment methods. Women have a higher rate of depression, highlighting the need to investigate mechanisms of sex differences. Therefore, we employed a new animal model to assess symptoms of depression, known as intermittent swim stress (ISS). In this model, the animal experiences 100 trials of cold water swim stress. ISS has already been shown to cause signs of behavioral depression in males, but has yet to be assessed in females. Following ISS exposure, we looked at sex differences in the Morris water maze and forced swim test. The results indicated a spatial learning effect only in the hidden platform task between male and female controls, and stressed and control males. A consistent spatial memory effect was only seen for males exposed to ISS. In the forced swim test, both sexes exposed to ISS exhibited greater immobility, and the same males and females also showed attenuated climbing and swimming, respectively. The sex differences could be due to different neural substrates for males and females. The goal of this study was to provide the first behavioral examination of sex differences following ISS exposure, so the stage of estrous cycle was not assessed for the females. This is a necessary future direction for subsequent experiments. The current article highlights the importance of sex differences in response to stress.