Climate influences the dynamics of natural populations by direct effects over habitat quality but also modulating the phenotypic responses of organisms’ life-history traits. These responses may be different in males and females, particularly in dimorphic species, due to sex-specific requirements or constraints. Here, in a coastal seabird, the European shag (Phalacrocorax aristotelis), we studied the influence of climate (North Atlantic Oscillation, NAO; Sea Surface Temperature, SST) on two sex-related population parameters: fledgling sex ratio and sex-specific dispersal. We found that fledgling sex ratio was female skewed in NAO-positive years and male skewed in NAO-negative years. Accordingly, females dispersed a longer distance in NAO-positive years when females were overproduced, and on the contrary, males dispersed more in NAO-negative years. Overall, our findings provide rare evidence on vertebrates with genetic sex determination that climate conditions may govern population dynamics by affecting sex-specific density and dispersal.