Studies of parallel or convergent evolution (the repeated, independent evolution of similar traits in similar habitats) rarely explicitly quantify the extent of parallelism (i.e., variation in the direction and/or magnitude of divergence) between the sexes; instead they often investigate both sexes together or exclude one sex. However, differences in male and female patterns of divergence could contribute to overall variation in the extent of parallelism among ecotype pairs, especially in sexually dimorphic traits. Failing to properly attribute such variation could lead to underestimates of the importance of environmental variation in shaping phenotypes. We investigate the extent of parallelism in the body shape of male and female beach and creek spawning sockeye salmon (Oncorhynchus nerka) from two lake systems in western Alaska that were colonized independently after the last ice age. Although both sexes showed some degree of parallelism, patterns of beach‐creek body shape divergence vary between the sexes and between lake systems. Phenotypic change vector analyses revealed highly parallel aspects of divergence between males from different lake systems (males from beaches had deeper bodies than males from creeks) but weaker parallelism in females, and high parallelism between the sexes in one lake system but not the other. Body shape also had population‐specific components, which were mostly, but not entirely, explained by environmental variation in the form of creek depth. Our results highlight the importance of explicitly considering the extent of parallelism between the sexes, and environmental variation among sites within habitat types.