Background Epidemiological and immunovirological features of people living with HIV (PLWH) can vary by sex. Aim To investigate, particularly according to sex, characteristics of PLWH who consulted a tertiary hospital in Barcelona, Spain, in 1982–2020. Methods PLWH, still in active follow-up in 2020 were retrospectively analysed by sex, age at diagnosis, age at data extraction (December 2020), birth place, CD4+ cell counts, and virological failure. Results In total, 5,377 PLWH (comprising 828 women; 15%) were included. HIV diagnoses in women appeared to decrease from the 1990s, representing 7.4% (61/828) of new diagnoses in 2015–2020. From 1997, proportions of new HIV diagnoses from patients born in Latin America seemed to increase; moreover, for women born outside of Spain, the median age at diagnosis appeared to become younger than for those born in Spain, with significant differences observed in 2005–2009 and 2010–2014 (31 vs 39 years (p = 0.001), and 32 vs 42 years (p < 0.001) respectively), but not in 2015–2020 (35 vs 42 years; p = 0.254). Among women, proportions of late diagnoses (CD4+ cells/mm3 < 350) were higher than men (significantly in 2015–2020: 62% (32/52) vs 46% (300/656); p = 0.030). Initially, virological failure rates were higher in women than men, but they were similar in 2015–2020 (12% (6/52) vs 8% (55/659); p = 0.431). Women ≥ 50 years old represented 68% (564/828) of women actively followed up in 2020. Conclusions Women still have higher rates of late HIV diagnoses than men. Among currently-followed-up women, ≥ 50 year-olds, who need age-adapted care represent a high percentage. Stratifying PLWH by sex matters for HIV prevention and control interventions.