Trade-off relationships among plant functional traits are key variables for revealing plant growth strategies and resource allocation patterns and exploring the underlying mechanisms of their physiological and ecological processes. Dioecious plants have been considered to be a consequence of different requirements for disseminating pollen and producing fruits and seeds, and played major roles in maintaining the function of terrestrial ecosystems. Previous studies have shown that sexual differences in trade-off relationships among twig components in dioecious species existed, and females tended to have more photosynthetic organ area, mass and stoichiometric element contents than males. The trade-off relationships were not only determined by the genetic characteristics of plants, but also influenced by external environmental factors. However, little attention has been paid to sex differences in the response of functional traits to habitat in dioecious plants. To explore the sex differences, male and female Salix gordejevii shrubs growing on inter-dune land (no erosion) and on the windward slope (20 cm wind erosion) of the dune in Hunshandake Sandy Land were chosen and their twig functional traits, such as lamina mass, lamina area, petiole mass, and stem mass were measured, respectively. The results showed that at the twig level, the trade-offs between stem mass and total leaf mass of males and females in control condition were beneficial for total leaf mass, while that in wind erosion group were beneficial for stem mass. The trade-off values of females were 4.3 times and 3.7 times that of males, respectively. The trade-offs between stem mass and total leaf area in both sexes were beneficial for stem mass under control and wind erosion condition, and there was no difference in the trade-off value between the sexes. At the leaf level, the negative impact of wind erosion on males was greater than that on females in growth of lamina area under the same lamina mass. Furthermore, an isometric relationship between lamina mass and petiole mass was existed in females, while an allometric relationship with a slope <1.0 was existed in males. In the wind erosion condition, the accumulation rate of lamina mass in females was faster than that in males under the same petiole mass. Our results demonstrated that the relationships among twig functional traits of male and female S. gordejevii had different responses to wind erosion, with females tending to invest more resources in the growth of photosynthetic organs than males. Meanwhile, wind erosion inhibited the growth of photosynthetic organs more in males than in females. These reflected resource allocation strategy and environmental adaptation in both sexes.