Reactive and proactive controls of actions are cognitive abilities that allow one to deal with a continuously changing environment by adjusting already programmed actions. They also set forthcoming actions by evaluating the outcome of the previous ones. Earlier studies highlighted sex-related differences in the strategies and in the pattern of brain activation during cognitive tasks involving reactive and proactive control. To further identify sex-dependent characteristics in the cognitive control of actions, in this study, we have assessed whether/how differences in performance are modulated by the COMT Val158Met single-nucleotide polymorphism (SNP), a genetic factor known to influence the functionality of the dopaminergic system—in particular, at the level of the prefrontal cortex. Two groups of male and female participants were sorted according to their genotype (Val/Val, Val/Met, and Met/Met) and tested in a stop signal task, a consolidated tool for measuring executive control in experimental and clinical settings. In each group of participants, we estimated both a measure of the capacity to react to unexpected events and the ability to monitor their performance. The between-group comparison of these measures indicated a poorer ability of male individuals and Val/Val subjects in error-monitoring. These observations suggest that sex differences in inhibitory control could be influenced by the efficiency of COMT and that other sex-specific factors have to be considered. Understanding the inter-group variability of behavioral and physiological correlates of cognitive control could provide more accurate diagnostic tools for predicting the incidence and/or the development of pathologies, like ADHD, or deviant behaviors, such as drug or alcohol abuse.