Early-life stress (ELS) can induce anxiety-like behaviors and social deficits in male and female rodent models via neuroinflammation. The California mouse (Peromyscus californicus) is a rodent model for paternal deprivation (PD), a form of ELS. The paternal California mouse is essential in offspring development; his absence impairs emotional regulation and induces sex-specific deficits in social behaviors and neuroplasticity. We determined to what extent PD induced sex-specific social and anxiety-like behaviors in adult California mice during the three-chamber social interaction test and the novelty-suppressed feeding test. We also assessed the neuroinflammatory response to PD in the same mice after an acute physical stressor. We demonstrated that female California mice displayed social avoidance, while PD males exhibited stress-induced eating in novel anxiogenic environments. PD also increased hypothalamic interleukin-1β, but only in adult males. Taken together, PD resulted in sex-dependent stress-coping behaviors, which may underlie sex differences in neuroinflammatory responses in adulthood.