In many species, males and females have different reproductive roles and/or differ in their ecological niche. Since in these cases the two sexes often face different cognitive challenges, selection may promote some degree of cognitive differentiation, an issue that has received relatively little attention so far. We investigated the existence of sex differences in visual discrimination learning in the guppy, Poecilia reticulata, a fish species in which females show complex mate choice based on male colour pattern. We tested males and females for their ability to learn a discrimination between two different shapes (experiment 1) and between two identical figures with a different orientation (experiment 2). In experiment 3, guppies were required to select an object of the odd colour in a group of five objects. Colours changed daily, and therefore, the solution for this task was facilitated by concept learning. We found males’ and females’ accuracy practically overlapped in the three experiments, suggesting that the two sexes have similar discrimination learning abilities. Yet, males showed faster decision time than females without any evident speed–accuracy trade-off. This result indicates the existence of consistent between-sex differences in decision speed perhaps due to impulsivity rather than speed in information processing. Our results align with previous literature, indicating that sex differences in cognitive abilities are the exception rather than the rule, while sex differences in cognitive style, i.e. the way in which an individual faces a cognitive task, are much more common.