Sex differences are present for all of the phases of drug abuse (initiation, escalation of use, addiction, and relapse following abstinence). While there are some differences among specific classes of abused drugs, the general pattern of sex differences is the same for all drugs of abuse. Females begin regularly self-administering licit and illicit drugs of abuse at lower doses than do males, use escalates more rapidly to addiction, and females are at greater risk for relapse following abstinence. In this review, sex differences in drug abuse are discussed for humans and in animal models. The possible neuroendocrine mechanisms mediating these sex differences are discussed.