Sex-specific gene expression before the onset of gonadogensis has been documented in embryos of mammals and chickens. In several mammalian species, differences in gene expression are accompanied by faster growth of pre-implantation male embryos. Here we asked whether avian embryos before gonadal differentiation are also sex-dimorphic in size and what genes regulate their growth. We used captive zebra finches (Taeniopygia guttata) whose freshly laid eggs were artificially incubated for 36–40 hours. Analyses controlling for the exact time of incubation of 81 embryos revealed that males were larger than females in terms of Hamburger and Hamilton stage and number of somites. Expression of 15 genes involved in cell cycle regulation, growth, metabolic activity, steroidogenic pathway and stress modulation were measured using RT-PCR in 5 male and 5 female embryos incubated for exactly 36 h. We found that in the presence of equal levels of the growth hormone itself, the faster growth of male embryos is most likely achieved by the overexpression of the growth hormone receptor gene and three other genes responsible for cell cycle regulation and metabolism, all of them located on the Z chromosome. Autosomal genes did not show sex-specific expression, except for the steroidogenic factor 1 which was expressed only in female embryos. To our knowledge this is the first report of sexual size dimorphism before gonadogenesis in birds. The finding suggests that faster growth of early male embryos is conserved through the mammalian and bird phyla, irrespective of their differential sex chromosome systems.