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Sex difference in allele frequency is an emerging topic that is critical to our understanding of ascertainment bias, as well as data quality particularly of the largely overlooked X chromosome. To detect sex difference in allele frequency for both X chromosomal and autosomal variants, existing methods are conservative when applied to samples from multiple ancestral populations, such as African and European populations. Additionally, it remains unexplored whether the sex difference in allele frequency differs between populations, which is important to trans-ancestral genetic studies. We thus developed a novel retrospective regression-based testing framework to provide interpretable and easy-to-implement solutions to answer these questions. We then applied the proposed methods to the high-coverage whole genome sequence data of the 1000 Genomes Project, robustly analyzing all samples available from the five super-populations. We had 76 novel findings by recognizing and modeling ancestral differences.