Sex is a crucial variable to take into account in medical research. In this review, we attempted to present its importance at all stages of research and even during drug's post-marketing surveillance. Most preclinical research studies do not take sex into account while many diseases are known to present sexual dimorphism. However, a shift in thinking occurred since the January 2016 implementation of the US Institutes of Health recommendations to take sex into account in research. Nevertheless, in preclinical studies, the lack of sex-based statistical analyses persists. Moreover, in humans, women are often under-represented in some clinical trials, despite well-identified sexual dimorphism. In addition, some pathologies are subject to social representations of diseases considered “male” or “female” which can also lead to a delay in diagnosis and management for both sexes. Finally, many drug classes may be subject to sex differences in efficacy and safety. For example, women present more adverse events than men, mainly because of different pharmacokinetic parameters. Accounting sex as a variable from the preclinical phase is essential to improve the transposition of observed results and move towards personalized medicine.