In mammals, including humans, the most consistent cognitive sex difference appears to be a male advantage in spatial ability. Usually, some sex-correlated selective advantage is inferred to explain this, for example, the need for males to navigate over large territories. In birds, sex differences in learning abilities are rare. Here, we show that females of a common European songbird, the great tit, do clearly better than males in an observational memorization task. We allowed caged great tits to observe food-caching marsh tits in an indoor aviary. One hour later, the great tits were released to search for the cached food. Females consistently performed better than males in this task. The results are remarkable for several reasons: (i) a sex difference in a cognitive ability of such a magnitude is unusual; (ii) most sex differences in spatial ability that have been reported so far concerns a male advantage; and perhaps most remarkably, (iii) female great tits were as successful in relocating the cached food as the hoarding marsh tits themselves. We hypothesize that female great tits are better at this than males because they are subordinate foragers. Males have prior access to food in nature and can easily displace females. Females will then benefit from a special ability to memorize caching positions that makes it possible for them to return and retrieve the food later when males are not around.