Sex differences have garnered increasing attention in medical research due to their profound impact on physiology, pathology, and treatment outcomes. Emerging evidence highlights how early hormones influence and shape structural and functional brain differences between males and females. These differences manifest in distinct cognitive abilities, neural connectivity patterns, and cortical morphologies. Furthermore, multifactorial diseases show marked sex-based disparities in prevalence, symptomatology, and treatment response. Understanding these differences is crucial for developing tailored treatment strategies and improving disease management. Due to technical and/or ethical limitations, many novel studies are difficult to undertake in humans. Animal models offer a powerful approach to investigating the differences between males and females in various experimental systems and disease models. This narrative review synthesizes current findings on sex differences in brain development and function, with a focus on their relevance to complex disease mechanisms and the translational value of preclinical models. The paper focuses on the animal models utilized in the study of three complex diseases – major depression, type 2 diabetes mellitus, and essential hypertension. Advancing research in this field may pave the way for sex-based, personalized, more efficacious and better tolerated therapeutic interventions.