Higher prevalence of posttraumatic stress disorder (PTSD) in women than men may be explained by sex differences in fear learning processes. Initial evidence points to elevated unconditioned and conditioned fear responding as well as to elevated state anxiety in women as potential peritraumatic mechanisms. Using the "conditioned-intrusion-paradigm", which combines differential fear conditioning with the trauma-film paradigm, neutral sounds were presented as predictors of the occurrence (CS+) or non-occurrence (CS-) of highly aversive films. Intrusions were elicited by these sounds in the laboratory after conditioning and naturalistic intrusions were assessed in daily-life on subsequent days. Compared to men (n = 62), women (n = 60) reported more intrusions and associated distress following analogue trauma. Sex differences in intrusive symptoms were mediated by a) higher unconditioned trauma responding, b) slowed extinction of differential CS valence ratings, and c) elevated state anxiety increase across conditioning in women. Secondary analyses revealed that state anxiety was the strongest mediator, followed by slowed extinction learning. Mediation models were unrelated to sex differences in trait anxiety or depressive symptoms. Thus, associative (extinction learning) and non-associative (state anxiety, trauma responding) mechanisms contribute to sex differences in intrusive symptoms after analogue trauma and might add to the heightened vulnerability to PTSD in women.