Coal fly ash consists of inhalable particulate matter with varying concentrations of neurotoxic metals. Children living near coal-fired power plants with coal fly ash storage facilities may be exposed to coal fly ash when it escapes as fugitive dust emissions into surrounding communities. Previous research on outdoor particulate matter air pollution of similar aerodynamic diameter (PM10) suggests exposure may be associated with impaired cognitive control. The purpose of this research was to investigate sex-differences in the association between exposure to indoor PM10 and cognitive control among children (n = 221), ages 6–14 years, living near coal-fired power plants with fly ash storage facilities. In an ongoing community-based study, we measured indoor PM10 concentrations in participants' housing units and used performance measures from the BARS (Behavior Assessment and Research System) Continuous Performance Test (CPT) and Selective Attention Test (SAT) to assess neurotoxic effects on cognitive control. In adjusted negative binomial regression models, we found children living in housing units with higher indoor PM10 concentrations had a higher risk of commission errors on the CPT (incidence rate ratio (IRR) = 1.22 per interquartile range difference (IQR = 0.72 μg/m3) in natural log-transformed PM10 concentrations; 95% CI = 1.01, 1.46) and SAT (IRR = 1.14; 95% CI = 1.01, 1.28). Furthermore, child sex modified the association between PM10 concentration and CPT commission errors. Among females, higher PM10 concentration was associated with higher risk of CPT commission errors (IRR = 1.39; 95% CI = 1.06, 1.82), but we found no association among males (IRR = 1.01; 95% CI = 0.79, 1.30). We found no association between PM10 concentrations and CPT or SAT response latency. Our results suggest females living near coal-fired plants with coal fly ash storage facilities may be more susceptible to impaired cognitive control associated with particulate matter exposure. Children living near coal-fired power plants with coal fly ash storage facilities who are exposed to particulate matter may have an increased risk of impulse control problems.