The incidence of bladder cancer (BC) is more common in males, however, the clinical outcome for females tends to be more unfavorable, as demonstrated by a 21% increase in mortality compared to males within two years of diagnosis. While it was previously believed that the differences in outcome were solely the result of differences in sex chromosomes and hormones, it is now acknowledged that a more intricate interplay of factors is at play. By acquiring a more comprehensive understanding of these sex-specific effects, future efforts in precision medicine can be customized to an individual's biological sex. This narrative review aims to summarize our knowledge of the molecular classification of sex differences in BC by compiling the existing evidence on genetic disparities between males and females and evaluating these disparities in both noninvasive bladder cancer (NMIBC) and muscle invasive bladder cancer (MIBC). Our findings emphasize the significance of considering sex as a factor in future clinical trials and registry studies due to established differences in immune composition, molecular profiling, and genetic mutations between males and females. Further investigation into the molecular processes involved in the evasion or resistance of immune-based therapies, such as Bacillus Calmette-Guérin and other immunotherapies, is essential to identify markers of response or resistance that vary between male and female patients. This will aid in optimizing treatment and promoting equitable outcomes, particularly in NMIBC cases.