The extent to which sex-specific genetic effects contribute to phenotypic variation is largely unknown. We applied a novel Bayesian method, sparse partitioning, to detect gene by sex (GxS) and gene by gene (GxG) quantitative loci (QTLs) in 1,900 outbred heterogeneous stock mice. In an analysis of 55 phenotypes, we detected 16 GxS and 6 GxG QTLs. The increase in the amount of phenotypic variance explained by models including GxS was small, ranging from 0.14% to 4.30%. We conclude that GxS rarely make a large overall contribution to the heritability of phenotypes, however there are cases where these will be individually important.