Sex differences in stress responses can be found at all stages of life and are related to both the organizational and activational effects of gonadal hormones and to genes on the sex chromosomes. As stress dysregulation is the most common feature across neuropsychiatric diseases, sex differences in how these pathways develop and mature may predict sex-specific periods of vulnerability to disruption and increased disease risk or resilience across the lifespan. The aging brain is also at risk to the effects of stress, where the rapid decline of gonadal hormones in women combined with cellular aging processes promote sex biases in stress dysregulation. In this Review, we discuss potential underlying mechanisms driving sex differences in stress responses and their relevance to disease. Although stress is involved in a much broader range of diseases than neuropsychiatric ones, we highlight here this area and its examples across the lifespan.