Setting out from the broad capability approach put forward by Amartya Sen and working with data from the 2009 National Social Stratification Survey (enes), this article explores the influence of sex on differences in the personal capabilities deemed important for attaining outcomes that determine people's levels of well-being or deprivation. In terms of capabilities, it investigates individuals' ability to exercise material, cultural, social and political control over their lives and surroundings, distinguishing between the situation of men and women. Following the construction of individual capability measures, the hypothesis of female disadvantage was tested by the adjustment of multivariate models incorporating relevant controls. The findings suggest that there are non-negligible differences in capabilities between women and men in Chile.