Aim: Sex differences in COVID-19 outcomes might be explained from a sex hormones (SexHs) perspective. Materials & methods: PubMed, Scopus, Web of Science, EMBASE and Google Scholar were searched up to March 2021. Results: Based on the literature review, the crosstalk between SexHs (estrogens, progesterone and testosterone), their receptors (estrogen α and β, androgen, and progesterone) and the immune system shaped the sex-related differences in immune responses against COVID-19. Differential production of SexHs over the lifespan (during pregnancy, reproductive years, menopause and andropause) and over different seasons may result in disparities in body response toward COVID-19. Moreover, SexHs-specific differences might affect vaccine efficacy and response to treatment. Conclusion: The roles of SexHs need to be considered in vaccine development and even treatment of COVID-19.