Methods of transcriptional profiling have made it possible to compare gene expression between females and males on a genome-wide scale. Such studies have revealed that sex-biased gene expression is abundant in many species, although its extent may vary greatly among tissues or developmental stages. In species with genetic sex determination, sex chromosome-specific processes, such as dosage compensation, also may influence sex-biased gene expression. Sex-biased genes, especially those with male-biased expression, often show elevated rates of both protein sequence and gene expression divergence between species, which could have a number of causes, including sexual selection, sexual antagonism, and relaxed selective constraint. Here, we review our current knowledge of sex-biased gene expression in both model and nonmodel organisms, as well as the biological and technical factors that should be considered when analyzing sex-biased expression. We also discuss current approaches to uncover the evolutionary forces that govern the evolution of sex-biased genes.