Essentials Decision rules for pulmonary embolism are used indiscriminately despite possible sex‐differences. Various pre‐imaging diagnostic algorithms have been investigated in several prospective studies. When analysed at an individual patient data level the algorithms perform similarly in both sexes. Estrogen use and male sex were associated with a higher prevalence in suspected pulmonary embolism. Summary Background In patients suspected of pulmonary embolism (PE), clinical decision rules are combined with D‐dimer testing to rule out PE, avoiding the need for imaging in those at low risk. Despite sex differences in several aspects of the disease, including its diagnosis, these algorithms are used indiscriminately in women and men. Objectives To compare the performance, defined as efficiency and failure rate, of three pre‐imaging diagnostic algorithms for PE between women and men: the Wells rule with fixed or with age‐adjusted D‐dimer cut‐off, and a recently validated algorithm (YEARS). A secondary aim was to determine the sex‐specific prevalence of PE. Methods Individual patient data were obtained from six studies using the Wells rule (fixed D‐dimer, n = 5; age adjusted, n = 1) and from one study using the YEARS algorithm. All studies prospectively enrolled consecutive patients with suspected PE. Main outcomes were efficiency (proportion of patients in which the algorithm ruled out PE without imaging) and failure rate (proportion of patients with PE not detected by the algorithm). Outcomes were estimated using (multilevel) logistic regression models. Results The main outcomes showed no sex differences in any of the separate algorithms. With all three, the prevalence of PE was lower in women (OR, 0.66, 0.68 and 0.74). In women, estrogen use, adjusted for age, was associated with lower efficiency and higher prevalence and D‐dimer levels. Conclusions The investigated pre‐imaging diagnostic algorithms for patients suspected of PE show no sex differences in performance. Male sex and estrogen use are both associated with a higher probability of having the disease.