Economic margins on pig farms are small, and changing slaughter weights may increase farm profitability. However, one can question if the optimal slaughter weight is the same for each sex. On three farms, crossbred pigs (n = 1128) were used to determine the effect of sex and slaughter weight on performance, carcass quality and gross margin per pig place per year. On each farm, an equal number of entire males (EMs), barrows (BAs), immunocastrates (IC) and gilts (GIs) were housed separately in group pens. Pens were randomly divided into three categories of different slaughter weights: 105, 117 and 130 kg BW. In BA, the high average daily feed intake (ADFI) and the lower capacity to gain muscle led to a higher feed conversion ratio (FCR) and lower lean meat percentage in comparison to EM and IC. In all sexes, ADFI and FCR increased with an increasing slaughter weight but the effect of slaughter weight on carcass quality varied between sexes. In BA and GI, slaughter weight had no effect on carcass quality, but in EM and IC, carcass quality improved at higher slaughter weights. Gross margin per pig place per year was calculated as gross margin per pig × barn turnover per year, taking into account fixed costs per round, feed costs and output price per pig. The slaughter weight that gained the highest gross margin per year differed between sexes. Slaughtering BA and GI at 130 kg BW, compared to 105 or 117 kg BW, decreased the gross margin per pig place per year due to the lower margin per pig and barn turnover at higher weights. In IC and EM, no difference in gross margin per pig place per year could be demonstrated between slaughtering at 105, 117 or 130 kg BW. In IC, the increasing gross margin per pig with increasing slaughter weights counteracted with the lower barn turnover. In EM, gross margin per pig did not differ between slaughter weights, but the effect of barn turnover was too small to demonstrate significant differences between slaughter weights on gross margin per pig place per year. In conclusion, slaughter weight has an impact on profitability in BA and GI: they should not be slaughtered at 130 kg BW but at lower weights, but no effect could be demonstrated in EM and IC.