Utilizing MRI and cognitive tests data from the Human Connectome project (N = 900), sex differences in general intelligence (g) and molar brain characteristics were examined. Total brain volume, cortical surface area, and white and gray matter correlated 0.1–0.3 with g for both sexes, whereas cortical thickness and gray/white matter ratio showed less consistent associations with g. Males displayed higher scores on most of the brain characteristics, even after correcting for body size, and also scored approximately one fourth of a standard deviation higher on g. Mediation analyses and the Method of Correlated Vectors both indicated that the sex difference in g is mediated by general brain characteristics. Selecting a subsample of males and females who were matched on g further suggest that larger brains, on average, lead to higher g, whereas similar levels of g do not necessarily imply equal brain sizes.