Sex plays a crucial role in shaping the immune response of vertebrates, leading to differing susceptibilities to diseases between females and males. This review explores the observed sexual dimorphic patterns in different pathogenic infections, immune responses, and molecular events. First, we present a compilation of historical guidelines for incorporating gender/sex as a variable in research studies to enhance scientific rigor, improve research outcomes, and promote better health for both sexes. Following, we focus on examining sex-based differences in immune responses across different taxa, with an in-depth review of available studies on fish, particularly regarding the prevalence of sex in relation to parasites, viruses, and bacteria. Furthermore, we discuss the benefits of considering sex prevalence in fish diseases for advancing fish management in both aquaculture and ecological contexts. Our conviction is that integrating sex as a factor in understanding immune responses will positively influence fish welfare, economic impacts, and policymaking, leading to more tailored and effective treatments.