Olanzapine is widely used as a treatment for schizophrenia and other psychiatric disorders. Its metabolic side effects, including weight gain and hyperglycemia, are a clinical problem; however, their full mechanism is not yet clearly understood. Recently, it was reported that the accumulation of oxidative stress in the hypothalamus may cause obesity and diabetes mellitus. Epidemiologically, metabolic side effects are known to be more likely to occur in women. In the present study, we investigated and tested the hypothesis that olanzapine induces oxidative stress in the hypothalamus and induces metabolic side effects. We also examined its association with sex differences. Olanzapine was administered intraperitoneally to male and female C57BL/6 mice, and the expression levels of oxidative stress-responsible genes in the hypothalamus and cerebral cortex were measured by qRT-PCR. In addition, olanzapine was administered intraperitoneally to C57BL/6 and Nrf2 KO mice, and the expression level of total glutathione was measured. Gene expressions induced by the Keap1-Nrf2-regulated system showed different responses to olanzapine for each gene. Under the conditions of this experiment, cystine-glutamate transporter was decreased although heme oxygenase-1 and γ-glutamylcysteine synthetase were increased. It was also clear that these responses were not hypothalamus-specific. Long-term feeding with olanzapine suppressed weight gain in males but not females. No glucose intolerance was observed at 13 weeks of administration. Furthermore, deaths occurred only in females. In conclusion, this study failed to provide evidence that olanzapine induces oxidative stress in a hypothalamic-specific manner. Instead, sex differences were observed in response to long-term and high-dose olanzapine administration, suggesting that individual susceptibility to olanzapine toxicity occurred in female mice.