Rates of post-traumatic stress disorder, panic disorder, and major depression are higher in women than in men. Another shared feature of these disorders is that dysregulation of the stress neuropeptide, corticotropin-releasing factor (CRF), is thought to contribute to their pathophysiology. Therefore, sex differences in responses to CRF could contribute to this sex bias in disease prevalence. Here, we review emerging data from non-human animal models that reveal extensive sex differences in CRF functions ranging from its presynaptic regulation to its postsynaptic efficacy. Specifically, detailed are sex differences in the regulation of CRF-containing neurons and the amount of CRF that they produce. We also describe sex differences in CRF receptor expression, distribution, trafficking, and signaling. Finally, we highlight sex differences in the processes that mitigate the effects of CRF. In most cases, the identified sex differences can lead to increased stress sensitivity in females. Thus, the relevance of these differences for the increased risk of depression and anxiety disorders in women compared to men is also discussed.