Asthma is a chronic inflammatory lung disease affecting approximately 7.7% of the US population. Sex differences in the prevalence, incidence, and severity of asthma have been widely described throughout the lifespan, showing higher rates in boys than girls before puberty, but a reversed pattern in adults. Asthma is often associated with atopy, i.e. the tendency to develop allergic diseases, and can be worsened by environmental stimuli and/or exercise. While not exclusive to patients with asthma, exercise-induced bronchoconstriction (EIB) is a common complication of athletes and individuals who exercise regularly. Currently, there is limited research on sex differences in EIB and its relationship with atopy and asthma in men and women. In this minireview, we summarize the available literature on this topic. Overall, the collective knowledge supports the notion that physiological changes triggered during exercise affect males and females differently, suggesting an interaction among sex, exercise, sex hormones, and atopic status in the course of EIB pathophysiology. Understanding these differences is important to provide personalized management plans to men and women who exercise regularly and suffer from underlying asthma and/or atopy.