The pathogenesis of multiple sclerosis (MS) involves complex interactions between genetic susceptibility and environmental triggers. Clinical observations suggest that the study of sex differences might provide important insight into mechanisms of pathogenesis and progression of the disease in patients. MS occurs more frequently in women than in men, indicating that sex-related factors have an effect on an individual's susceptibility to developing the condition. These factors include hormonal, genetic and environmental influences, as well as gene-environment interactions and epigenetic mechanisms. Interestingly, women do not have a poorer prognosis than men with MS despite a higher incidence of the disease and more-robust immune responses, which suggests a mechanism of resilience. Furthermore, the state of pregnancy has a substantial effect on disease activity, characterized by a reduction in relapse rates during the third trimester but an increased relapse rate in the postpartum period. However, pregnancy has little effect on long-term disability in women with MS. The unravelling of the mechanisms underlying these clinical observations in the laboratory and application of the results to the clinical setting is a unique and potentially fruitful strategy to develop novel therapeutic approaches for MS.