Cardiovascular disease is the leading cause of death in women worldwide. Nonetheless, there exist several uncertainties in the prediction, diagnosis, and treatment of cardiovascular disease in women. A cornerstone in the prediction of cardiovascular disease is the implementation of risk scores. A variety of pregnancy- and reproductive-factors have been associated with lower or higher risk of cardiovascular disease. Consequently, the question has been raised, whether these female-specific factors also provide added value to cardiovascular risk prediction. In this review, we provide an overview of the existing literature on sex differences in the association of established cardiovascular risk factors with cardiovascular disease and the relation between female-specific factors and cardiovascular risk. Furthermore, we systematically reviewed the literature for studies that assessed the added value of female-specific factors beyond already established cardiovascular risk factors. Adding female-specific factors to models containing established cardiovascular risk factors has led to little or no significant improvement in the prediction of cardiovascular events. However, analyses primarily relied on data from women aged ≥40 years. Future investigations are needed to quantify whether pregnancy-related factors improve cardiovascular risk prediction in young women in order to support adequate treatment of risk factors and enhance prevention of cardiovascular disease in women.