In human populations, women consistently outlive men, which suggests profound biological foundations for sex differences in survival. Quantifying whether such sex differences are also pervasive in wild mammals is a crucial challenge in both evolutionary biology and biogerontology. Here, we compile demographic data from 134 mammal populations, encompassing 101 species, to show that the female's median lifespan is on average 18.6% longer than that of conspecific males, whereas in humans the female advantage is on average 7.8%. On the contrary, we do not find any consistent sex differences in aging rates. In addition, sex differences in median adult lifespan and aging rates are both highly variable across species. Our analyses suggest that the magnitude of sex differences in mammalian mortality patterns is likely shaped by local environmental conditions in interaction with the sex-specific costs of sexual selection.