Cognitive deficits in first-episode psychosis (FEP) are well documented including deficits in cognitive control, but how sex may influence or impact these cognitive deficits is not well known. Cognitive deficits may impact multiple neural networks, including the fronto-parietal network (FPN). How sex may influence the structural integrity of regions in the FPN is also an important area of research in FEP that may provide further insight into the beginnings of the disease. The current study aimed to examine sexual dimorphisms in structural integrity of the frontoparietal network (FPN) and its role in cognitive control in FEP. A total of 111 FEP patients (68 male, 43 female) and 55 healthy control participants (35 male, 20 female) from the Human Connectome Project for Early Psychosis who underwent T1-weighted magnetic resonance imaging and neuropsychological testing were included in the study. Regions of interest (ROIs) included: left and right superior frontal gyrus, left and right middle frontal gyrus, left inferior frontal gyrus, left and right inferior parietal gyrus, right caudate and left thalamus. Using high-dimensional brain mapping procedures, surface shape of the right caudate and left thalamus was characterized using Large Deformation Diffeomorphic Metric Mapping, and cortical thickness of frontal and parietal regions was estimated using the FreeSurfer toolkit. Cognitive control was assessed using the Fluid Cognition Composite score from the NIH Toolbox Cognition Battery. Multivariate ANOVA models tested group differences, separated by sex, in cortical thickness ROIs, in addition to a whole-brain vertex-wise analysis. Vertex-wise statistical surface t-maps evaluated differences in subcortical surface shape, and Pearson correlations tested relationships between brain regions and Fluid Cognition performance. Results of deep brain region comparisons between schizophrenia males (SCZM) and schizophrenia females (SCZF) groups revealed significant outward deformation at the tail of the right caudate and significant inward deformation along the dorsal aspects of the right caudate. Additionally, significant inward deformation in multiple nuclei of the left thalamus were revealed. Significant negative relationships between Fluid Cognition and the left superior/middle frontal gyrus (r = -0.24, p = 0.05) in the male FEP group were observed. Additionally, significant positive relationships between Fluid Cognition and left inferior frontal gyrus (r = 0.35, p = 0.02) and left inferior parietal gyrus (r = 0.35, p = 0.02) in the female FEP group were found. Support vector machine models were trained using measures of cortical thickness and subcortical shape deformation values in all cohorts to classify participants based on diagnosis. Classification accuracy in all testing models ranged from 75-81%. Overall, findings revealed significant differences of subcortical structures, including smaller caudal and thalamic volume, in male FEP compared to female FEP, providing evidence of the importance to examine sex differences at the first episode. Increased consideration for the role of deep-brain structures in male and female FEP can aid in the clinical characterization of the early stages of the disease.