There are important sex differences in the brain that seem to arise from biology as well as psychosocial influences. Sex differences in several aspects of human behavior and cognition have been reported. Gonadal sex steroids or genes found on sex chromosomes influence sex differences in neuroanatomy, neurochemistry and neuronal structure, and connectivity. There has been some resistance to accept that sex differences in the human brain exist and have biological relevance; however, a few years ago, it has been recommended by the USA National Institute of Mental Health to incorporate sex as a variable in experimental and clinical neurological and psychiatric studies. We here review the clinical literature on sex differences in pain and neurological and psychiatric diseases, with the aim to further stimulate interest in sexual dimorphisms in the brain and brain diseases, possibly encouraging more research in the field of the implications of sex differences for treating these conditions.