Diets and dietary constituents that we consume have a considerable impact on disease risk. Intriguingly these effects may be modulated to some extent by sex. Lack of female representation in nutritional studies as well as a lack of stratification by sex has and continues to limit our understanding of these sex × diet interactions. Here we provide an overview of the current and available literature describing how exposure to certain dietary patterns (Western-style diet, Mediterranean diet, vegetarian/vegan, ketogenic diet) and dietary constituents (dietary fibre, PUFA and plant bioactive) influences disease risk in a sex-specific manner. Interestingly, these sex differences appear to be highly disease-specific. The identification of such sex differences in response to diet stresses the importance of sex stratification in nutritional research.