A large body of clinical evidence and epidemiological data show that susceptibility to infection and mortality are related to the sex of the individual. In humans, women have a longer life expectancy and are more resistant to cancer; diseases where immunity plays a key role. However, women are more susceptible to suffer from autoimmune diseases, which have onset at reproductive age and are modified during the menstrual cycle and gestation. There are complex interactions among the immunological, endocrine and central nervous systems which contribute to maintain homeostasis and the integrity of the organism. The knowledge of these sexual differences is not only important to understand the evolution of the adaptive immune system in vertebrates, but also to understand the physiopathology of the diseases with an immunological basis in a much more integral way so as to develop more efficient and personalized therapies.