Juvenile social play behaviour is one of the earliest forms of non-mother directed social behaviour in rodents. Juvenile social play behaviour is sexually dimorphic, with males exhibiting higher levels compared to females, making it a useful model to study both social development and sexual differentiation of the brain. As with most sexually dimorphic behaviour, juvenile play behaviour is organised by neonatal steroid hormone exposure. The developmental organisation of juvenile play behaviour also appears to be influenced by the early maternal environment. This review will focus briefly on why and how rats play, some brain regions controlling play behaviour, and how neurotransmitters and the social environment converge within the developing brain to influence sexual differentiation of juvenile play behaviour.