Psychiatric disorders have long been known to differ between men and women. The age when the symptoms emerge, the type of symptoms, and their severity. Even the incidence show differences such that men, much more than women, with schizophrenia tend to get addicted to nicotine, and women respond poorly to the commonly prescribed Alzheimer’s disease drugs. However, the origin and scope of those differences remained incompletely understood. In this review, we cover the impact of sex-related hormones and the sex-specific chromosomes on the differences in response to therapeutics between men and women with mental diseases and highlight the importance of studying the origins of these differences and the potential ways to address them for improving human health and wellbeing. Specifically, we describe the pharmacokinetics differences, the distinct side effects and the sex-specific drug efficacy, and cover the reasons for the emergence of those distinctions in the course of sex-biased pre-clinical research and clinical trials.