Sex‐differences in disease susceptibility are widespread, and these disparities are often compounded in cases where sexual dimorphism increases exposure risk to parasites for one sex more than the other. Studies rarely link sex‐differences in disease susceptibility to sex‐differences in infection avoidance behavior. Yet, understanding the intersection of hosts’ susceptibility to infection and infection avoidance behavior is essential to predicting infection risk variation. Here, we use the fruit fly Drosophila melanogaster and a generalist entomopathogenic fungus, Metarhizium robertsii, which can be transmitted directly, indirectly, and post‐mortem as a model host–pathogen system. We test whether the relationship between susceptibility to infection and pathogen avoidance behavior covaries with host sex. We first measured differences in resistance between male and female flies after three different types of exposure—direct, sexual, and environmental—to infectious fungal conidiospores. Then, we tested whether male and female flies differed in the likelihood of mating with infected partners and their avoidance of food patches with increased infection risk. Females were more susceptible to infection under all three exposure techniques. When confronted with an infectious partner, females mated sooner than males. However, when given a choice between an exposed partner and an unexposed partner, females take longer to begin copulating compared with males, though neither sex was more likely to choose the unexposed partner than expected by chance. Neither male nor females flies avoided food patches containing infectious conidiospores, though only females show an aversion to food sites containing an infectious fly corpse. These experiments suggest that sex‐differences in disease susceptibility may be counteracted via differential pathogen avoidance behavior, though the strength of avoidance behavior appears to vary across different contexts of infection risk.