Obesity contributes substantially to the global burden of disease and has a significant heritable component. Recent large-scale exome sequencing studies identified several genes in which rare, protein-coding variants have large effects on adult body mass index (BMI). Here we extended such work by performing sex-stratified associations in the UK Biobank study (N∼420,000). We identified genes in which rare heterozygous loss-of-function increases adult BMI in women (DIDO1, PTPRG, and SLC12A5) and in men (SLTM), with effect sizes up to ∼8 kg/m2. This is complemented by analyses implicating rare variants in OBSCN and MADD for recalled childhood adiposity. The known functions of these genes, as well as findings of common variant genome-wide pathway enrichment analyses, suggest a role for neuron death, apoptosis, and DNA damage response mechanisms in the susceptibility to obesity across the life-course. These findings highlight the importance of considering sex-specific and life-course effects in the genetic regulation of obesity.