OBJECTIVE As females have been shown to exhibit greater resistance to fatigue in muscles but lower hypoxia-induced cerebral oxygen saturation during whole-body exercise, this study was conducted to assess their responses to intense cognitive-motor dual-task (CMDT) situations. Recent research has shown that intense CMDT involving whole-body exercise increases neuromuscular fatigue and impairs cognitive performance, both exacerbated in hypoxic conditions. METHODS Twenty-two healthy young adults (11 females) first performed a session in normoxia, including separated cognitive (CTLCOG), and cycling tasks (CTLEX). This session was followed by 2 CMDT sessions performed in randomized order under normoxia (CMDTNOR) and hypoxia (CMDTHYP). The physical exercise consisted of 20-minute cycling at a "hard" perceived effort, and the cognitive task consisted of a 15-minute Sustained Attention to Response time Task. Psychophysiological measurements included knee-extensor neuromuscular fatigue (peripheral/central fatigue components using femoral nerve electrical stimulation) and prefrontal cortex oxygenation assessed by near-infrared spectroscopy. RESULTS Sustained Attention to Response time Task performance was similarly decreased for males and females (P = .32) in CMDTHYP (-6.3% [1.5%], P < .001) and CMDTNOR (-3.9% [1.5%], P = .048) versus CTLCOG. Neuromuscular fatigue was significant postcycling (P < .001), independent of sex (P = .71) and condition (P = .53). Maximal voluntary activation was similarly impaired between sexes (P = .37) in CMDTNOR (-5.8% [0.8%], P < .001) and CMDTHYP (-5.5% [0.8%], P < .001) versus CTLEX. No difference was observed in prefrontal cortex oxygenation during CMDTHYP (P = .23) for either males (44.9% [5.3%]) or females (44.3% [2.7%]). CONCLUSIONS These findings suggest that intense whole-body CMDTs performed in normoxia and hypoxia negatively impact knee-extensor neuromuscular fatigue, sustained attention, and prefrontal cortex oxygenation, but the effect does not differ between sexes.