A growing body of literature shows that a link exists between substance abuse and stress and that the crosstalk of sex hormones with the neuroendocrine system might differently prime vulnerability to drug addiction in male and female subjects. Thus, understanding the neurobiological mechanisms of addiction and the identification of sex-driven determinants in vulnerability to drug abuse may help to better devise and/or implement strategic (pharmacological, behavioural, social) interventions to prevent or face the issue of addiction. Differences between sexes can be found at all stages of life (in both the animal model and human studies) and may account for genetic, epigenetic and environmental/ hormonal factors that in turn affect the functionality of the whole organism leading also to a sex-driven differential vulnerability or resilience to non-communicable pathologies. These include the onset and precipitation of stress-related psychiatric disorders as well as “substance-related and addictive disorders” (as defined in the DSM-V). This paper reviews the scientific literature highlighting significant differences in male and female subjects in stress and neuroendocrine function and the implications for sex-dependent differential vulnerability to drug addiction.