The ocean is facing unprecedented challenges due to the escalating impacts of climate change and other pressures threatening ecosystems and the many benefits they provide. Effective strategies for reversing the loss of biodiversity rely on knowledge of how marine organisms, populations, and communities respond to environmental change. A fundamental but often overlooked biological characteristic of organisms is sex, which is distinct from sociocultural gender. Here, we examined how sex influences marine organisms, populations, and communities, through a review of sex analysis applications in marine biological research. We found that sex broadly affects the morphology, physiology, behavior, and distribution of organisms and populations across taxa, with evidence of sex‐specific differences in survival to thermal stress, timing of biological mechanisms, and energetics. To facilitate further integration of sex into marine biological research, we synthesize current approaches, discuss methodological and logistical challenges, and lay out guidelines for future research.