BACKGROUND/OBJECTIVE: The mechanisms, risk factors and influence of sex on the incidence of frailty components are not fully understood. The aim of this study was to analyse sex differences in factors associated with the increase in the number of frailty components. METHODS: A 12-year follow-up analysis was conducted with 1,747 participants aged ≥ 60 of the ELSA Study with no frailty at baseline. Generalised linear mixed models were used to analyse the increase in the number of frailty components stratified by sex, considering socioeconomic, behavioural, clinical and biochemical characteristics as exposure variables. RESULTS: The increase in the number of frailty components in both sexes was associated with an advanced age (70 to 79 years and 80 years or older), low educational level, sedentary lifestyle, elevated depressive symptoms, joint disease, high C-reactive protein levels, perception of poor vision and uncontrolled diabetes (p < 0.05). Osteoporosis, low weight, heart disease, living with one or more people and perception of poor hearing were associated with an increase in the number of frailty components in men. High fibrinogen concentration, controlled diabetes, stroke and perception of fair vision were associated with the outcome in women (p < 0.05). Obese women and men and overweight women had a lower increase in the number of frailty components compared to those in the ideal weight range. CONCLUSIONS: Socioeconomic factors, musculoskeletal disorders, heart disease and low weight seem to sustain the frailty process in men, whereas cardiovascular and neuroendocrine disorders seem to sustain the frailty process in women.