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Stress-related psychiatric disorders and the stress system show prominent differences between males and females, as well as strongly divergent transcriptional changes. Despite several proposed mechanisms, we still lack the understanding of the molecular processes at play. Here, we explore the contribution of cell types to transcriptional sex dimorphism using single-cell RNA sequencing. We identify cell-type-specific signatures of acute restraint stress in the paraventricular nucleus of the hypothalamus, a central hub of the stress response, in male and female mice. Further, we show that a history of chronic mild stress alters these signatures in a sex-specific way, and we identify oligodendrocytes as a major target for these sex-specific effects. This dataset, which we provide as an online interactive app, offers the transcriptomes of thousands of individual cells as a molecular resource for an in-depth dissection of the interplay between cell types and sex on the mechanisms of the stress response. [Display omitted] • ARS elicits a cell-type- and sex-specific transcriptional response in the PVN • Exposure to CMS influences the ability of different cell types to respond to ARS • Oligodendrocytes are highly stress susceptible in a sex-specific way • Male oligodendrocytes in the PVN have an altered maturation state after stress Brivio et al. generated a rich single-cell RNA sequencing dataset of the mouse paraventricular nucleus of the hypothalamus (PVN) to show that the response to acute stress is encoded differently in cell types and sexes. This approach identified oligodendrocytes as cells susceptible to stress. [ABSTRACT FROM AUTHOR]