Exercise-induced bronchoconstriction (EIB) is a common complication of athletes and individuals who exercise regularly. It is estimated that about 90% of patients with underlying asthma (a sexually dimorphic disease) experience EIB; however, sex differences in EIB have not been studied extensively. With the goal of better understanding the prevalence of EIB in males and females, and because atopy has been reported to occur at higher rates in athletes, in this study, we investigated sex differences in EIB and atopy in athletes. A systematic literature review identified 60 studies evaluating EIB and/or atopy in post-pubertal adult athletes (n = 7501). Collectively, these studies reported: (1) a 23% prevalence of EIB in athletes; (2) a higher prevalence of atopy in male vs. female athletes; (3) a higher prevalence of atopy in athletes with EIB; (4) a significantly higher rate of atopic EIB in male vs. female athletes. Our analysis indicates that the physiological changes that occur during exercise may differentially affect male and female athletes, and suggest an interaction between male sex, exercise, and atopic status in the course of EIB. Understanding these sex differences is important to provide personalized management plans to athletes with underlying asthma and/or atopy.