The teleology of sex differences has been argued since at least as early as Aristotle's controversial more than 300 years BC, which reflects the sex bias of the time to contemporary readers. Although the question "why are the sexes different" remains a topic of debate in the present day in metaphysics, the recent emphasis on sex comparison in research studies has led to the question "how are the sexes different" being addressed in health science through numerous observational studies in both health and disease susceptibility, including blood pressure regulation and hypertension. These efforts have resulted in better understanding of differences in males and females at the molecular level that partially explain their differences in vascular function and renal sodium handling and hence blood pressure and the consequential cardiovascular and kidney disease risks in hypertension. This review focuses on clinical studies comparing differences between men and women in blood pressure over the life span and response to dietary sodium and highlights experimental models investigating sexual dimorphism in the renin-angiotensin-aldosterone, vascular, sympathetic nervous, and immune systems, endothelin, the major renal sodium transporters/exchangers/channels, and the impact of sex hormones on these systems in blood pressure homeostasis. Understanding the mechanisms governing sex differences in blood pressure regulation could guide novel therapeutic approaches in a sex-specific manner to lower cardiovascular risks in hypertension and advance personalized medicine.