Behavioural flexibility allows an animal to adapt its behaviour in response to changes in the environment. Research conducted in primates, rodents and domestic fowl suggests greater behavioural persistence and reduced behavioural flexibility in males. We investigated sex differences in behavioural flexibility in fish by comparing male and female guppies (Poecilia reticulata) in a reversal learning task. Fish were first trained on a colour discrimination, which was learned equally rapidly by males and females. However, once the reward contingency was reversed, females were better at inhibiting the previous response and reached criterion twice as fast as males. When reward reversing was repeated, males gradually reduced the number of errors, and the two sexes had a comparable performance after four reversals. We suggest that sex differences in behavioural flexibility in guppies can be explained in terms of the different roles that males and females play in reproduction.