Even in species in which males and females share a repertoire of calls, subtle sex differences in vocalisations often exist, particularly in calls used for long-distance communication. However, few studies address whether birds respond differently to similar male and female calls. This study investigated whether an Australian cockatoo, the Galah (Eolophus roseicapillus), responds differentially to three types of loud calls (Double Chet, Chechet and Chewp) commonly produced by both sexes. I played back male and female vocalisations to wild Galahs in Canberra, Australia, and recorded vocal and approach responses. Galahs responded differently to at least one call type, with birds approaching male Double Chets more closely but vocalising more to female Double Chets. Males were more likely than females to vocalise to Double Chets and Chechets, regardless of stimulus sex. These results suggest that males may have to expend more effort than females in forming affiliative relationships. Although males and females exhibited different vocal behaviour, paired males and females tended to approach stimuli together, which may indicate that coordination of movement, rather than coordination of vocal behaviour, is important in maintaining the pair-bond. These experiments show that even when the sexes share a repertoire, the sender and receiver sex may influence the nature of a vocal interaction.