The palpable observation in the sex bias of disease prevalence in the CNS has fascinated scientists for several generations. Brain sex dimorphism has been visualized by imaging and analytical tools at the tissue, cellular, and molecular levels. Recent work highlighted the specificity of such sex bias in the brain and its subregions, offering a unique lens through which disease pathogenesis can be investigated. The brain is the largest consumer of energy in the body and provides a unique metabolic environment for diverse lineages of cells. Immune cells are increasingly recognized as an integral part of brain physiology, and their function depends on metabolic homeostasis. This review focuses on metabolic sex dimorphism in brain tissue, resident, and infiltrating immune cells. In this context, we highlight the relevance of recent advances in metabolomics and RNA sequencing technologies at the single cell resolution and the development of novel computational approaches.