Sex presents a vital determinant of a person's physiology, anatomy, and development. Recent clinical studies indicate that sex is also involved in the differential manifestation of various diseases, affecting both clinical outcome as well as response to therapy. Genetic and epigenetic changes are implicated in sex bias and regulate disease onset, including the inactivation of the X chromosome as well as sex chromosome aneuploidy. The differential expression of X-linked genes, along with the presence of sex-specific hormones, exhibits a significant impact on immune system function. Several studies have revealed differences between the two sexes in response to infections, including respiratory diseases and COVID-19 infection, autoimmune disorders, liver fibrosis, neuropsychiatric diseases, and cancer susceptibility, which can be explained by sex-biased immune responses. In the present review, we explore the input of genetic and epigenetic interplay in the sex bias underlying disease manifestation and discuss their effects along with sex hormones on disease development and progression, aiming to reveal potential new therapeutic targets. KEY MESSAGES: Sex is involved in the differential manifestation of various diseases. Epigenetic modifications influence X-linked gene expression, affecting immune response to infections, including COVID-19. Epigenetic mechanisms are responsible for the sex bias observed in several respiratory and autoimmune disorders, liver fibrosis, neuropsychiatric diseases, and cancer.