<p>The immune system is a complex network of cells and small molecules that play a crucial role in defending the body against pathogens and maintaining overall health. It has long been recognized that gonadal steroid hormones, such as estrogen, progesterone and testosterone, exert significant influences on immune responses, leading to gender-specific variations in immune function and disease susceptibility. This comprehensive review aims to provide a thorough analysis of the current knowledge regarding the interplay between sex hormones and immune responses, with a specific focus on gender differences. The article explores the fundamental mechanisms underlying the impact of sex hormones on the immune system, highlighting the intricate interactions between hormones and immune cells, including B- and T-lymphocytes and natural killer cells. Moreover, the review sheds light on the dynamic changes in sex hormone levels throughout one’s lifespan and their potential implications on immune functions at different developmental stages, including puberty, pregnancy, and menopause. Notably, the role of sex steroid hormones in modulating innate and adaptive immune responses, cytokine production, immune cell trafficking, and immune-mediated tissue damages are also reviewed here. Importantly, the potential of these findings in the development of personalized medicine is huge, as understanding the intricate relationship between sex hormones and immune responses could lead to the design of targeted therapeutic interventions that consider gender-specific factors. In conclusion, this review details the crucial role of sex hormones in shaping immune responses and highlights the profound impact of gender on immune-related diseases.</p>