Sex-related biological differences might lead to different effects in women and men when they are exposed to risk factors. A scoping review was carried out to understand if sex could be a discriminant in health outcomes due to benzene. Studies on both animals and humans were collected. In vivo surveys, focusing on genotoxicity, hematotoxicity and effects on metabolism suggested a higher involvement of male animals (mice or rats) in adverse health effects. Conversely, the studies on humans, focused on the alteration of blood parameters, myeloid leukemia incidence and biomarker rates, highlighted that, overall, women had significantly higher risk for blood system effects and a metabolization of benzene 23–26% higher than men, considering a similar exposure situation. This opposite trend highlights that the extrapolation of in vivo findings to human risk assessment should be taken with caution. However, it is clear that sex is a physiological parameter to consider in benzene exposure and its health effects. The topic of sex difference linked to benzene in human exposure needs further research, with more numerous samples, to obtain a higher strength of data and more indicative findings. Sex factor, and gender, could have significant impacts on occupational exposures and their health effects, even if there are still uncertainties and gaps that need to be filled.