This study investigated cell-free DNA (cfDNA) kinetics during an all-out and 3-h cycling protocol, focusing on sex differences. Eighteen participants (9 women, 9 men) performed a VO2max test on a cycling ergometer. One to four weeks thereafter, 17 participants completed 3-h cycling at an intensity 5% below their first ventilatory threshold. Venous blood was drawn before and immediately after the VO2max test, as well as before, during (every 30 min), and up to 24 h after the 3-h cycling. cfDNA increased 4.7-fold after the VO2max test. After the 3-h cycling, cfDNA increased 4.9-fold and decreased slowly, reaching baseline after 24 h. Men showed higher cfDNA responses to exercise than women, which persisted after adjustment for energy expenditure relative to body mass. Non-linear generalized additive models revealed significant sex differences in the relationship between cfDNA and energy expenditure per kg body mass (β = 0.61 ± 0.28, t = 2.22, p = 0.029) or lean body mass (β = 0.65 ± 0.27, t = 2.40, p = 0.019). These findings suggest sex-specific factors, possibly including neutrophil activity and hormonal influences, contribute to cfDNA release during exercise and warrant further investigation into the underlying mechanisms.