It is now established that sex differences occur in clinical manifestation, disease progression, and prognosis for both cardiovascular (CVDs) and central nervous system (CNS) disorders. As such, a great deal of effort is now being put into understanding these differences and turning them into “advantages”: (a) for the discovery of new sex-specific biomarkers and (b) through a review of old biomarkers from the perspective of the “newly” discovered sex/gender medicine. This is also true for matrix metalloproteinases (MMPs), enzymes involved in extracellular matrix (ECM) remodelling, which play a role in both CVDs and CNS disorders. However, most of the studies conducted up to now relegated sex to a mere confounding variable used for statistical model correction rather than a determining factor that can influence MMP levels and, in turn, disease prognosis. Consistently, this approach causes a loss of information that might help clinicians in identifying novel patterns and improve the applicability of MMPs in clinical practice by providing sex-specific threshold values. In this scenario, the current review aims to gather the available knowledge on sex-related differences in MMPs levels in CVDs and CNS conditions, hoping to shed light on their use as sex-specific biomarkers of disease prognosis or progression.