Ferroptosis is implicated in viral neuropathogenesis and may underlie HIV-associated neurocognitive impairment (NCI). Emerging data also suggest differences in brain iron transport by sex. We hypothesized that circulating ferritins that inhibit ferroptosis associate with neurocognitive function and NCI in people with HIV (PWH) in a sex-biased manner. Serum ferritin heavy-chain-1 (Fth-1), ferritin light-chain (Ftl), and urinary F2-isoprostanes (uF2-isoPs, specific lipid peroxidation marker) were quantified in 324 PWH (including 61 women) with serial global (NPZ4) and domain-specific neurocognitive testing. Biomarker associations with neurocognitive test scores and NCI were evaluated by multivariable regression; correlations with uF2-isoPs were also assessed. Higher Ftl and Fth-1 associated with less NCI in all PWH (adjusted odds ratios 0.53, 95% Confidence Interval (95% CI) 0.36-0.79 and 0.66, 95% CI 0.45-0.97, respectively). In women, higher Ftl and Fth-1 associated with better NPZ-4 (Ftl: adjusted beta (β)=0.15, 95% CI 0.02-0.29; Ftl-by-sex βinteraction=0.32, p=0.047) and domain-specific neurocognitive test scores. Effects on neurocognitive performance persisted for up to 5 years. Levels of both ferritins correlated inversely with uF2-isoPs in women (Ftl: rho=-0.47, p<0.001). Circulating Ftl and Fth-1 exert sustained, sex-biased neuroprotective effects in PWH, possibly by protecting against iron-mediated lipid peroxidation (ferroptosis). Larger studies are needed to confirm the observed sex differences and further delineate underlying mechanisms.