Women are more likely than men to develop anxiety or stress-related disorders. A core behavioral symptom of all anxiety disorders is avoidance of fear or anxiety eliciting cues. Recent rodent models of avoidance show reliable reproduction of this behavioral phenomenon in response to learned aversive associations. Here, a modified version of platform-mediated avoidance that lacked an appetitive task was utilized to investigate the learning and extinction of avoidance in male and female C57BL6/J mice. Here, we found a robust sex difference in the acquisition and extinction of platform-mediated avoidance. Across three experiments, 63.7% of female mice acquired avoidance according to our criterion, whereas 83.8% of males acquired it successfully. Of those females that acquired avoidance, they displayed persistent avoidance after extinction compared to males. Given their role in regulating stress responses and habitual behaviors, we investigated if glucocorticoid receptors (GR) mediated avoidance learning in males and females. We found that a subcutaneous injection (25 mg/kg) of the GR antagonist, RU486 (Mifepristone), significantly reduced persistent avoidance in females but did not further reduce avoidance in males after extinction. These data suggest that GR activation during avoidance learning may contribute to persistent avoidance in females that is resistant to extinction.