The fur of mammals serves many functions, including thermoregulation, camouflage or visual signaling to conspecifics. Fine-scale features of fur, such as hair morphology are often examined by researchers, especially in animals where pelage is of economic importance. Certain studies from this literature body show that males of many species appear to have thicker guard hair than females. Here, we examined this possibility in coyote (Canis latrans) and white tailed deer (Odocoileus virginianus) from captive populations in Utah and Georgia, USA. We used image analysis procedures to examine 402 guard hairs from 24 captive coyotes and 568 guard hairs from 29 captive deer, measuring the length and diameter of each hair. In both species, males had significantly thicker hairs than females; in coyotes, male hairs were 17% thicker, in deer, male hairs were 15% thicker. These differences are comparable to other species, where male hair is between 7%–20% thicker than those of females (in all species the average difference is 13%). Considering that there are hundreds of thousands of hairs on any given animal, this difference per unit hair could translate into considerable differences in overall pelt characteristics between sexes. The reason for this difference could relate to the sensitivity of mammalian hair to androgens, such as testosterone, which are more abundant in males of all species. Experimental studies and population surveys demonstrate that high levels of androgens stimulate body hair to grow thicker in diameter. Thus, the greater levels of testosterone in males would act to promote thicker hair. By this same mechanism, within any given collection of males, those with greater levels of androgens should also display greater hair thickness. While further research would be needed to verify this, results from this study nevertheless emphasize the knowledge gaps that yet remain in our understanding of the basic nature of mammalian fur.