A male bias in mortality has emerged in the COVID-19 pandemic, which is consistent with the pathogenesis of other viral infections. Biological sex differences may manifest themselves in susceptibility to infection, early pathogenesis, innate viral control, adaptive immune responses or the balance of inflammation and tissue repair in the resolution of infection. We discuss available sex-disaggregated epidemiological data from the COVID-19 pandemic, introduce sex-differential features of immunity and highlight potential sex differences underlying COVID-19 severity. We propose that sex differences in immunopathogenesis will inform mechanisms of COVID-19, identify points for therapeutic intervention and improve vaccine design and increase vaccine efficacy.