Europe experienced excess mortality from February through June, 2020 due to the COVID-19 pandemic, with more COVID-19-associated deaths in males compared to females. However, a difference in excess mortality among females compared to among males may be a more general phenomenon, and should be investigated in none-COVID-19 situations as well. Based on death counts from Eurostat, separate excess mortalities were estimated for each of the sexes using the EuroMOMO model. Sex-differential excess mortality were expressed as differences in excess mortality incidence rates between the sexes. A general relation between sex-differential and overall excess mortality both during the COVID-19 pandemic and in preceding seasons were investigated. Data from 27 European countries were included, covering the seasons 2016/17 to 2019/20. In periods with increased excess mortality, excess was consistently highest among males. From February through May 2020 male excess mortality was 52.7 (95% PI: 56.29; 49.05) deaths per 100,000 person years higher than for females. Increased male excess mortality compared to female was also observed in the seasons 2016/17 to 2018/19. We found a linear relation between sex-differences in excess mortality and overall excess mortality, i.e., 40 additional deaths among males per 100 excess deaths per 100,000 population. This corresponds to an overall female/male mortality incidence ratio of 0.7. In situations with overall excess mortality, excess mortality increases more for males than females. We suggest that the sex-differences observed during the COVID-19 pandemic reflects a general sex-disparity in excess mortality.