Introduction: Females have been shown to experience less neuromuscular fatigue than males in knee extensors (KE) and less peripheral fatigue in plantar flexors (PF) following ultra-trail running, but it is unknown if these differences exist for shorter trail running races and whether this may impact running economy. The purpose of this study was to characterize sex differences in fatigability over a range of running distances and to examine possible differences in the post-race alteration of the cost of running (Cr). Methods: Eighteen pairs of males and females were matched by performance after completing different races ranging from 40 to 171 km, divided into SHORT vs LONG races (< 60 and > 100 km, respectively). NM function and Cr were tested before and after each race. NM function was evaluated on both KE and PF with voluntary and evoked contractions using electrical nerve (KE and PF) and transcranial magnetic (KE) stimulation. Oxygen uptake, respiratory exchange ratio and ventilation were measured on a treadmill and used to calculate Cr. Results: Compared to males, females displayed a smaller decrease in maximal strength in KE (−36% vs −27%, respectively, p < 0.01), independent of race distance. In SHORT only, females displayed less peripheral fatigue in PF compared to males (Δ peak twitch: −10% vs −24%, respectively, p < 0.05). Cr increased similarly in males and females. Conclusion: Females experience less neuromuscular fatigue than men following both ‘classic’ and ‘extreme’ prolonged running exercises but this does not impact the degradation of the energy cost of running.