Previous research on the antecedents of sexism against women have not considered simultaneously the effects of sex, personality, and cognitive variables (need for closure and critical thinking disposition) in relation to sexism. We evaluated whether in adolescence, these indicators could predict sexist attitudes towards women using structural models. The sample comprised 709 Spanish high-school students (mean age = 16.79). 51.5% were female. Sex (being male), need for closure and critical thinking were the most relevant predictors of sexism. The disposition to think critically is as relevant as the motivational dimension of cognition (need for closure) to predict sexism. Multi-group structural models by sex were estimated, and a moderator effect was found between openness to experience and sexism. We suggest future lines of research to disentangle the effects of personality and cognition on sexism and to guide intervention programs to reduce sexist attitudes among adolescents.