Despite their known importance in clinical medicine, differences based on sex and gender are among the least studied factors affecting cancer susceptibility, progression, survival, and therapeutic response. In particular, the molecular mechanisms driving sex differences are poorly understood and so most approaches to precision medicine use mutational or other genomic data to assign therapy without considering how the sex of the individual might influence therapeutic efficacy. The mandate by the National Institutes of Health that research studies include sex as a biological variable has begun to expand our understanding on its importance. Sex differences in cancer may arise due to a combination of environmental, genetic, and epigenetic factors, as well as differences in gene regulation, and expression. Extensive sex differences occur genome-wide, and ultimately influence cancer biology and outcomes. In this review, we summarize the current state of knowledge about sex-specific genetic and genome-wide influences in cancer, describe how differences in response to environmental exposures and genetic and epigenetic alterations alter the trajectory of the disease, and provide insights into the importance of integrative analyses in understanding the interplay of sex and genomics in cancer. In particular, we will explore some of the emerging analytical approaches, such as the use of network methods, that are providing a deeper understanding of the drivers of differences based on sex and gender. Better understanding these complex factors and their interactions will improve cancer prevention, treatment, and outcomes for all individuals.