Respiratory exercise physiology research has historically focused on male subjects. In the last 20 years, important physiological and functional differences have been noted between the male and female response to dynamic exercise where sex differences have been reported for most of the major determinants of exercise capacity. Female participation in competitive and recreational sport is growing worldwide and it is universally accepted that participation in regular physical activity is of health benefit for both sexes. Understanding sex differences is of potential importance to both the clinician-scientist and the exercise physiologist since differences could impact upon exercise rehabilitation programmes for patient populations, exercise prescription for disease prevention in healthy individuals and training strategies for competitive athletes. Sex differences have been shown in resting pulmonary function, which may impact on the respiratory response to exercise. Women typically have smaller lung volumes and maximal expiratory flow rates even when corrected for height relative to men. Differences in resting and exercising ventilation across the menstrual cycle and relative to men have also been reported, although the functional significance remains unclear. Expiratory flow limitation and a high work of breathing are seen in women. Pulmonary system limitations, in particular exercise-induced arterial hypoxia, have been reported in both men and women; however, the prevalence in women is not yet known. From the available literature, it appears that there are sex differences in some areas of respiratory exercise physiology. However, detailed sex comparisons are difficult because the number of subjects studied to date has been woefully small.