Blastic plasmacytoid dendritic cell neoplasm (BPDCN) is an aggressive leukemia of plasmacytoid dendritic cells (pDCs). BPDCN occurs at least three times more frequently in men than women, but the reasons for this sex bias are unknown. Here, studying genomics of primary BPDCN and modeling disease-associated mutations, we link acquired alterations in RNA splicing to abnormal pDC development and inflammatory response through Toll-like receptors. Loss-of-function mutations in ZRSR2, an X chromosome gene encoding a splicing factor, are enriched in BPDCN and nearly all mutations occur in males. ZRSR2 mutation impairs pDC activation and apoptosis after inflammatory stimuli, associated with intron retention and inability to upregulate the transcription factor IRF7. In vivo, BPDCN-associated mutations promote pDC expansion and signatures of decreased activation. These data support a model in which male-biased mutations in hematopoietic progenitors alter pDC function and confer protection from apoptosis, which may impair immunity and predispose to leukemic transformation.