In the last decades, both animal and human studies have neglected female subjects with the aim of evading a theorized intricacy of feminine hormonal status. However, clinical experience proves that pharmacological response may vary between the two sexes since pathophysiological dissimilarities between men and women significantly influence the pharmacokinetics and pharmacodynamics of drugs. Sex-related differences in central nervous system (CNS) medication are particularly challenging to assess due to the complexity of disease manifestation, drugs' intricate mechanisms of action, and lack of trustworthy means of evaluating the clinical response to medication. Although many studies showed contrary results, it appears to be a general tendency towards a certain sex-related difference in each pharmacological class. Broadly, opioids seem to produce better analgesia in women especially when they are administered for a prolonged period of time. On the other hand, respiratory and gastrointestinal adverse drug reactions (ADRs) following morphine therapy are more prevalent among female patients. Regarding antidepressants, studies suggest that males might respond better to tricyclic antidepressants (TCAs), whereas females prefer selective serotonin reuptake inhibitors (SSRI), probably due to their tolerance to particular ADRs. In general, studies missed spotting any significant sex-related differences in the therapeutic effect of antiepileptic drugs (AED), but ADRs have sex variations in conjunction with sex hormones' metabolism. On the subject of antipsychotic therapy, women appear to have a superior response to this pharmacological class, although there are also studies claiming the opposite. However, it seems that reported sex-related differences regarding ADRs are steadier: women are more at risk of developing various side effects, such as metabolic dysfunctions, cardiovascular disorders, and hyperprolactinemia. Taking all of the above into account, it seems that response to CNS drugs might be occasionally influenced by sex as a biological variable. Nonetheless, although for each pharmacological class, studies generally converge to a certain pattern, opposite outcomes are standing in the way of a clear consensus. Hence, the fact that so many studies are yielding conflicting results emphasizes once again the need to address sex-related differences in pharmacological response to drugs.