Background: The increasing epidemic proportions of diabetes mellitus (DM) are a major cause of premature illness and death. However, whether DM confers the same excess risk of gastrointestinal cancer for women as it does for men remains controversial. The purpose of this study was to estimate the relation between DM and gastrointestinal cancer in women compared with men after accounting for other major risk factors based on cohort studies. Methods: We performed a meta-analysis of cohort studies published through May 2017 from PubMed, Embase, and the Cochrane Library. Studies with cohort designs were stratified by sex and reported the relation between DM and esophageal cancer (EC), gastric cancer (GC), colorectal cancer (CRC), colon cancer (CC), rectal cancer (RC), hepatocellular carcinoma (HCC), or pancreatic cancer (PC) risk. The ratio of relative risk (RRR) between men and women was employed to measure the sex differences in the relation between DM and gastrointestinal cancer with a random effects model with inverse variance weighting. Results: We included 38 cohort studies reporting data on 18,060,698 individuals. The pooled RRR indicated DM women was associated with an increased risk of GC (RRR: 1.14; 95% CI: 1.06-1.22; p < 0.001), while the risk of HCC was lower (RRR: 0.88; 95% CI: 0.79-0.99; p = 0.031) as compared with DM men. Further, there was no evidence of sex differences in the RRR between participants who had DM compared with those without DM for EC (p = 0.068), CRC (p = 0.618), and PC (p = 0.976). In addition, the pooled RRR showed a statistically significant association between DM and the risk of CC in women compared with men (RRR: 0.93; 95% CI: 0.86-1.00; p = 0.050), and there was no evidence of sex differences for RC among participants with DM compared to those without DM (p = 0.648). Finally, the sex differences of the comparison between DM and non-DM for gastrointestinal cancer risk at different sites were variable after stratification for different effect estimates. Conclusions: The findings of this study suggested female-to-male RRR of DM was increased for GC, while reduced for HCC and CC. However, there were no sex differences for the relation between DM and the risk of EC, CRC, PC, and RC.