The outcome of microbial infections in mammals, including humans, is affected by the age, sex, and reproductive status of the host suggesting a role for sex steroid hormones. Testosterone, estradiol, and progesterone, signaling through their respective steroid receptors, affect the functioning of immune cells to cause differential susceptibility to parasitic, bacterial, and viral infections. Microbes, including fungi, bacteria, parasites, and viruses, can also use sex steroid hormones and manipulate sex steroid receptor signaling mechanisms to increase their own survival and replication rate. The multifaceted use of sex steroid hormones by both microbes and hosts during infection forms the basis of this review. In the arms race between microbes and hosts, both hosts and microbes have evolved to utilize sex steroid hormone signaling mechanisms for survival.