Sex differences in the fitness effects of genetic variants can influence the rate of adaptation and the maintenance of genetic variation. For example, “sexually antagonistic” (SA) variants, which are beneficial for one sex and harmful for the other, can both constrain adaptation and increase genetic variability for fitness components such as survival, fertility, and disease susceptibility. However, detecting variants with sex-differential fitness effects is difficult, requiring genome sequences and fitness measurements from large numbers of individuals. Here, we develop new theory for studying sex-differential selection across a complete life cycle and test our models with genotypic and reproductive success data from approximately 250,000 UK Biobank individuals. We uncover polygenic signals of sex-differential selection affecting survival, reproductive success, and overall fitness, with signals of sex-differential reproductive selection reflecting a combination of SA polymorphisms and sexually concordant polymorphisms in which the strength of selection differs between the sexes. Moreover, these signals hold up to rigorous controls that minimise the contributions of potential confounders, including sequence mapping errors, population structure, and ascertainment bias. Functional analyses reveal that sex-differentiated sites are enriched in phenotype-altering genomic regions, including coding regions and loci affecting a range of quantitative traits. Population genetic analyses show that sex-differentiated sites exhibit evolutionary histories dominated by genetic drift and/or transient balancing selection, but not long-term balancing selection, which is consistent with theoretical predictions of effectively weak SA balancing selection in historically small populations. Overall, our results are consistent with polygenic sex-differential—including SA—selection in humans. Evidence for sex-differential selection is particularly strong for variants affecting reproductive success, in which the potential contributions of nonrandom sampling to signals of sex differentiation can be excluded.