The sex of a host affects the intensity, prevalence, and severity of helminth infection. In many cases, one sex has been found to be more susceptible than the other, with the prevalence and intensity of helminth infections being generally higher among male than female hosts; however, many exceptions exist. This observed sex bias in parasitism results primarily from ecological, behavioural, and physiological differences between males and females. Complex interactions between these influences modulate the risk of infection. Indeed, an interplay among sex hormones, sex chromosomes, the microbiome and the immune system significantly contributes to the generation of sex bias among helminth-infected hosts. However, sex hormones not only can modulate the course of infection but also can be exploited by the parasites, and helminths appear to have developed molecules and pathways for this purpose. Furthermore, host sex may influence the efficacy of anti-helminth vaccines; however, although little data exist regarding this sex-dependent efficacy, host sex is known to influence the response to vaccines. Despite its importance, host sex is frequently overlooked in parasitological studies. This review focuses on the key contributors to sex bias in the case of helminth infection. The precise nature of the mechanisms/factors determining these sex-specific differences generally remains largely unknown, and this represents an obstacle in the development of control methods. There is an urgent need to identify any protective elements that could be targeted in future therapies to provide optimal disease management with regard to host sex. Hence, more research is needed into the impact of host sex on immunity and protection.