New attention to sexual dimorphism in normal mammalian physiology and disease has uncovered a previously unappreciated breadth of mechanisms by which females and males differentially exhibit quantitative phenotypes. Thus, in addition to the established modifying effects of hormones, which prenatally and postpubertally pattern cells and tissues in a sexually dimorphic fashion, sex differences are caused by extragonadal and dosage effects of genes encoded on sex chromosomes. Sex differences in immune responses, especially during autoimmunity, have been studied predominantly within the context of sex hormone effects. More recently, immune response genes have been localized to sex chromosomes themselves or found to be regulated by sex chromosome genes. Thus, understanding how sex impacts immunity requires the elucidation of complex interactions among sex hormones, sex chromosomes, and immune response genes. In this Brief Review, we discuss current knowledge and new insights into these intricate relationships in the context of viral infections.