Sexually dimorphic behavior is pervasive across animal taxa. Males and females may exhibit different mate selection strategies, parental care behavior, foraging strategies, dispersal, and territorial displays. Though widespread across species and context, the genetic underpinnings of many types of sexually dimorphic behavior are poorly understood. This is partially because males and females carry much of the same genetic material, thus sex specific behavior is unlikely to be allele dependent, except for the rare behaviors that are primarily associated with genes of large effect on sex chromosomes. Here we investigate gene expression patterns associated with a sexually dimorphic social behavior, imprinting-like learning, in the butterfly Bicyclus anynana. In this species, both males and females learn, but they learn preferences for different traits, exhibit different learning biases, and are likely using different signals as salient, unconditioned cues. To identify gene sets that may be associated with this sexually dimorphic behavior, we examined the gene expression profiles of brains and eyes of male and female butterflies as they learned from a social experience. As a control, we compared the same tissues of naïve males and females. We found small sets of genes with sex-biased differential expression in the brains and eyes of trained individuals, including genes associated with circadian rhythms and neural processing, as well as some genes with sex-biased differential expression across social contexts. The genes found to have sex-biased differential expression during training provide an initial set of candidate genes for further investigation of previously observed sex biases in social learning.