Abdominal aortic aneurysm (AAA) is a complex multifactorial disease with genetic and environmental components. AAA is more common in men, whereas women have a greater risk of rupture and more frequently have concomitant thoracic aortic aneurysms. Moreover, women are diagnosed with AAA about 10 years later and seem to be protected by female sex hormones. In this MEDLINE-based review of literature, we examined human and animal in vivo and in vitro studies to further deepen our understanding of the sexual dimorphism of AAA. We focus on the role of sex hormones during the formation and growth of AAA. Endogenous estrogens and exogenous 17b-estradiol were found to exert favorable actions protecting from AAA in animal models, whereas exogenous hormone replacement therapy in humans had inconclusive results. Androgens, known to have detrimental effects in the vasculature, in sufficient levels maintain the integrity of the aortic wall through their anabolic actions and act differentially in men and women, whereas lower levels of testosterone have been associated with AAA in humans. In conclusion, sex differences remain an important area of AAA research, but further studies especially in humans are needed. Furthermore, differential molecular mechanisms of sex hormones constitute a potential therapeutic target for AAA.