Women mount more vigorous antibody- and cell-mediated immune responses following either infection or vaccination than men. The incidence of most autoimmune diseases is also higher in women than in men; however, during pregnancy many autoimmune diseases go into remission, only to flare again in the early post-partum period. Successful pregnancy requires that the female immune system tolerate the presence of a semi-allogeneic graft for 9 months. Oral contraceptive use can increase susceptibility to certain genital tract infections and sexually transmitted diseases in women. Moreover, treatment of mice and rats with female sex hormones is required to establish animal models of genital tract Chlamydia, Neisseria and Mycoplasma infection. This review describes what is currently known about the effects of the female sex hormones oestradiol and progesterone on innate and adaptive immune responses in order to provide a framework for understanding these sex differences. Data from both human and animal studies will be reviewed.