Skeletal sex estimation is an essential step in any osteoarcheological study; hence, several metric and morphological methods have been developed for this purpose, employing different skeletal elements. This paper has a dual purpose: (1) test the performance of several machine learning classification models for skeletal sex estimation using worldwide samples of cranial and postcranial measurements and (2) present a free web application for the implementation of the models that exhibit the highest accuracy so that the sex of unknown skeletons can be straightforwardly estimated. Regarding the first objective, using the Goldman database of postcranial metrics and the William W. Howells craniometric database, machine learning classification models were constructed for sex prediction. The models were optimized with respect to their hyperparameters and cross‐validated reaching accuracies ranging from 80.8%–89.5% for the postcranial data and 81.2%–87.7% for the cranial data. The models offering the highest rates of correct sex classification (Extreme Gradient Boosting, Light Gradient Boosting, and Linear Discriminant Analysis) were then selected to construct an open access and open source web application, SexEst, for predicting the sex of unknown skeletons.