Background: Post-stroke depression (PSD) is one of the most common neuropsychiatric complications after stroke. Studies on the underlying mechanisms and biological markers of sex differences in PSD are of great significance, but there are still few such studies. Therefore, the main objective of this study was to investigate the association of biomarkers with PSD at 3 months after minor stroke in men and women. Methods: This was a prospective multicenter cohort study that enrolled 530 patients with minor stroke (males, 415; females, 115). Demographic information and blood samples of patients were collected within 24 h of admission, and followed up at 3 months after stroke onset. PSD was defined as a depressive disorder due to another medical condition with depressive features, major depressive-like episode, or mixed-mood features according to the Diagnostic and Statistical Manual of Mental Disorders, 5th edition (DSM-V). Univariate analysis was performed using the chi-square test, Mann-Whitney U test, or t-test. Partial least-squares discriminant analysis (PLS-DA) was used to distinguish between patients with and without PSD. Factors with variable importance for projection (VIP) > 1.0 were classified as the most important factors in the model segregation. Results: The PLS-DA model mainly included component 1 and component 2 for males and females. For males, the model could explain 13% and 16.9% of the variables, respectively, and 29.9% of the variables in total; the most meaningful predictors were exercise habit and fibrinogen level. For females, the model could explain 15.7% and 10.5% of the variables, respectively, and 26.2% of the variables in total; the most meaningful predictors in the model were brain-derived neurotrophic factor (BDNF), magnesium and free T3. Fibrinogen was positively correlated with the Hamilton Depression Scale-17 items (HAMD-17) score. BDNF, magnesium, and free T3 levels were negatively correlated with the HAMD-17 score. Conclusions: This was a prospective cohort study. The most important markers found to be affecting PSD at 3 months were fibrinogen in males, and free T3, magnesium, and BDNF in females.