Ultrafine aluminum oxide, which are abundant in ambient and involved occupational environments, are associated with neurobehavioral alterations. However, few studies have focused on the effect of sex differences following exposure to environmental Al2O3 ultrafine particles. In the present study, male and female mice were exposed to Al2O3 nanoparticles (NPs) through a respiratory route. Only the female mice showed depression-like behavior. Although no obvious pathological changes were observed in mice brain tissues, the neurotransmitter and voltage-gated ion channel related gene expression, as well as the small molecule metabolites in the cerebral cortex, were differentially modulated between male and female mice. Both mental disorder-involved gene expression levels and metabolomics analysis results strongly suggested that glutamate pathways were implicated in sex differentiation induced by Al2O3 NPs. Results demonstrated the potential mechanism of environmental ultrafine particle-induced depression-like behavior and the importance of sex dimorphism in the toxic research of environmental chemicals.