I have 2 groups male and female and I know there is a significant difference in the dependent variable (overall time). I want to know what factors (independent variables) contribute to this difference the most between males and females. Do I just use Linear regression and run the test separatley for each group or can I do it all together? I want to figure out why males is greater than females

what exactly are you testing for? What do you mean by your last statement?
"i want to know why males is greater than females."? Is the group mean greater? Do you simply have a greater number of males than females?

also, how many variables do you have? And what are they?

the details make a difference for what test you will use.