A review of current literature on mammalian hosts' sexual dimorphism (SD) in parasitic infections revealed that (1) it is a scarcely and superficially studied biological phenomenon of considerable significance for individual health, behavior, and lifestyles and for the evolution of species; (2) there are many notable exceptions to the rule of a favorable female bias in susceptibility to infection; (3) a complex network of molecular and cellular reactions connecting the host's immuno-neuro-endocrine systems with those of the parasite is responsible for the host–parasite relationship rather than just an adaptive immune response and sex hormones; (4) a lack of gender-specific immune profiles in response to different infections; (5) the direct effects of the host hormones on parasite physiology may significantly contribute to SD in parasitism; and (6) the need to enrich the reductionist approach to complex biological issues, like SD, with more penetrating approaches to the study of cause–effect relationships, i.e., network theory. The review concludes by advising against generalization regarding SD and parasitism and by pointing to some of the most promising lines of research.