We evaluated two hypotheses proposed to account for sex differences in preadolescents’ insecure attachment strategies (more avoidant for boys, more preoccupied for girls). The first hypothesis, rooted in life history theory, is that the sex differences develop among children who experience adverse environmental conditions (e.g., harsh parenting). The second hypothesis, grounded in gender self‐socialization theory, is that the sex differences develop among children who identify confidently with their gender collective. Data from an ethnically/racially diverse sample (443 girls, 420 boys; M age = 11.1 years) supported the second hypothesis: Sex differences were evident mainly among children who felt gender‐typical, were content with their gender, or felt pressure to avoid cross‐sex behavior. Further, sex differences were generally smaller rather than larger among children experiencing adverse environments.