The study was conducted to explore the mechanisms of sex differences in the response to chronic hepatitis B (CHB) in terms of DNA methylation, SNP genotype, and gene expression. Genomic DNA was isolated from peripheral blood mononuclear cells (PBMCs) of CHB patients and healthy controls and evaluated using the Human Methylation 450 K Assay. The DNA methylation level at hg37 chromosome (CHR) X: 7810800 was further validated using pyrosequencing. SNP genotypes, VCX mRNA expression of PBMCs, and plasma VCX protein concentration were further examined using SNaPshot, RT-qPCR, and Western blot, respectively. Results showed that a total of 5529 CpG loci were differentially methylated between male and female CHB patients. DNA methylation level and CC + CT frequency at CHR X: 7810800, VCX mRNA expression of PBMCs, and plasma VCX protein concentration were higher in female than in male CHB patients. The CHR X: 7810800 locus was hypermethylated in CHB patients with CC + CT genotypes in comparison with those with the TT genotype. In cases of CC + CT genotypes, VCX mRNA expression was negatively correlated with the DNA methylation level. CHB patients with higher levels of HBV DNA, AST, and GGT or higher GPRI scores exhibited lower VCX expression. In conclusion, SNPs and DNA methylation at the CHR X: 7810800 locus cooperatively regulate VCX expression in CHB. The upregulated VCX expression in female CHB patients might represent a mechanism of protection from more severe liver dysfunction and extensive fibrosis, as observed in male CHB patients.