Sleep is a vital part of our lives as it is required to maintain health and optimal cognition. In humans, sex differences are relatively well-established for many sleep phenotypes. However, precise differences in sleep phenotypes between male and female rodents are less documented. The main goal of this article is to review sex differences in sleep architecture and electroencephalographic (EEG) activity during wakefulness and sleep in rodents. The effects of acute sleep deprivation on sleep duration and EEG activity in male and female rodents will also be covered, in addition to sex differences in specific circadian phenotypes. When possible, the contribution of the female estrous cycle to the observed differences between males and females will be described. In general, male rodents spend more time in non-rapid eye movement sleep (NREMS) in comparison to females, while other differences between sexes in sleep phenotypes are species- and estrous cycle phase-dependent. Altogether, the review illustrates the need for a sex-based perspective in basic sleep and circadian research, including the consideration of sex chromosomes and gonadal hormones in sleep and circadian phenotypes.