Neuropsychiatric disorders, which are associated with stress hormone dysregulation, occur
at different rates in men and women. Moreover, nowadays, preclinical and clinical evidence demon-
strates that sex and gender can lead to differences in stress responses that predispose males and
females to different expressions of similar pathologies. In this curated review, we focus on what is
known about sex differences in classic mechanisms of stress response, such as glucocorticoid hor-
mones and corticotrophin-releasing factor (CRF), which are components of the hypothalamic-
pituitary-adrenal (HPA) axis. Then, we present sex differences in neurotransmitter levels, such as ser-
otonin, dopamine, glutamate and GABA, as well as indices of neurodegeneration, such as amyloid β
and Tau. Gonadal hormone effects, such as estrogens and testosterone, are also discussed throughout
the review. We also review in detail preclinical data investigating sex differences caused by recently-
recognized regulators of stress and disease, such as the immune system, genetic and epigenetic mech-
anisms, as well neurosteroids. Finally, we discuss how understanding sex differences in stress re-
sponses, as well as in pharmacology, can be leveraged into novel, more efficacious therapeutics for
all. Based on the supporting evidence, it is obvious that incorporating sex as a biological variable into
preclinical research is imperative for the understanding and treatment of stress-related neuropsychiat-
ric disorders, such as depression, anxiety and Alzheimer’s disease.