Mounting pre-clinical and clinical evidence demonstrates that sex plays a role in the incidence and pathogenesis of diabetes. Generally, diabetes is more prevalent in middle-aged men than in age-matched women. Similarly, in most rodent models of diabetes, male rodents exhibit a more severe diabetes phenotype and a greater incidence of diabetes than their female counterparts. However, the underlying mechanisms by which sex modulates disease progression and outcome are poorly understood. Thus, rodent models of diabetes that exhibit sex differences, like those observed in humans are valuable tools for investigating the interaction between sex and biological processes. This review summarizes the pathogenesis of diabetes in several rodent models of type 1 and type 2 diabetes and the sex differences observed in the incidence and severity of diabetes. In addition, we discuss the possible biological mechanisms through which these differences arise. We describe the protective effect of estrogens in modulating the endoplasmic stress response that appears to contribute to sexual dimorphism in various rodent models of diabetes. In addition, we compare the differences observed in the regulation of the immune system response and nutrient metabolism in autoimmune and obese model of diabetes, respectively. We conclude that a better understanding of the biological processes that underpin sex differences in diabetes is needed to improve personalized approaches in diabetes prevention and treatment strategies.