Co-enzyme nicotinamide adenine dinucleotide (NAD(H)) redox plays a key role in macrophage function. Surfactant protein (SP-) A modulates the functions of alveolar macrophages (AM) and ozone (O3) exposure in the presence or absence of SP-A and reduces mouse survival in a sex-dependent manner. It is unclear whether and how NAD(H) redox status plays a role in the innate immune response in a sex-dependent manner. We investigated the NAD(H) redox status of AM from SP-A2 and SP-A knockout (KO) mice in response to O3 or filtered air (control) exposure using optical redox imaging technique. We found: (i) In SP-A2 mice, the redox alteration of AM in response to O3 showed sex-dependence with AM from males being significantly more oxidized and having a higher level of mitochondrial reactive oxygen species than females; (ii) AM from KO mice were more oxidized after O3 exposure and showed no sex differences; (iii) AM from female KO mice were more oxidized than female SP-A2 mice; and (iv) Two distinct subpopulations characterized by size and redox status were observed in a mouse AM sample. In conclusions, the NAD(H) redox balance in AM responds to O3 in a sex-dependent manner and the innate immune molecule, SP-A2, contributes to this observed sex-specific redox response.