Recent clinical studies, in both children/adolescents and adults, have shown the extreme neuropsychological heterogeneity of attention‐deficit hyperactivity disorder (ADHD): specific neuropsychological deficits have been found only in a minority of individuals, with no direct correlation between discrete cognitive performances and the trajectory of clinical symptoms. Deficits in specific neuropsychological functions may be common in ADHD, but nevertheless no cognitive or neuropsychological profile may fully explain the disorder. Sex differences in the ADHD presentation, both at a neuropsychological and clinical level, also contribute to this clinical and neuropsychological heterogeneity. At a neuropsychological level, females with ADHD may show greater working memory problems, poorer vocabulary skills and worse visual spatial reasoning. Structural and functional imaging study also show discrete differences across sex; however, the great majority of clinical studies mainly or exclusively include male participants with insufficient data to draw firm conclusions on sex differences within the disorder. Here, we report the recent literature data, discussing still open research questions about the clinical presentation, neuroimaging findings, and neuropsychological functioning in ADHD with a focus on the impact of sex differences—a deeper insight in these unresolved issues may have relevant clinical and therapeutic implications for tailored, effective, and long‐lasting interventions.