It is well-established that organizational effects of sex steroids during early development are fundamental for sex-typical displays of, for example, mating and aggressive behaviors in rodents and other species. Male and female brains are known to differ with respect to neuronal morphology in particular regions of the brain, including the number and size of neurons, and the density and length of dendrites in nuclei of hypothalamus and amygdala. The aim of the present study was to use global proteomics to identify proteins differentially expressed in hypothalamus/amygdala during early development (postnatal day 8) of male, female and conditional androgen receptor knockout (ARNesDel) male mice, lacking androgen receptors specifically in the brain. Furthermore, verification of selected sexually dimorphic proteins was performed using targeted proteomics. Our proteomic approach, iTRAQ, allowed us to investigate expression differences in the 2998 most abundantly expressed proteins in our dissected tissues. Approximately 170 proteins differed between the sexes, and 38 proteins between ARNesDel and control males (p < 0.05). In line with previous explorative studies of sexually dimorphic gene expression we mainly detected subtle protein expression differences (fold changes <1.3). The protein MARCKS (myristoylated alanine rich C kinase substrate), having the largest fold change of the proteins selected from the iTRAQ analyses and of known importance for synaptic transmission and dendritic branching, was confirmed by targeted proteomics as differentially expressed between the sexes. Overall, our results provide solid evidence that a large number of proteins show sex differences in their brain expression and could potentially be involved in brain sexual differentiation. Furthermore, our finding of a sexually dimorphic expression of MARCKS in the brain during development warrants further investigation on the involvement in sexual differentiation of this protein.