Chronic pain is one of the most debilitating human diseases and represents a social and economic burden for our society. Great efforts are being made to understand the molecular and cellular mechanisms underlying the pathophysiology of pain transduction. It is particularly noteworthy that some types of chronic pain, such as migraine, display a remarkable sex dimorphism, being up to three times more prevalent in women than in men. This gender prevalence in migraine appears related to sex differences arising from both gonadal and genetic factors. Indeed, the functionality of the somatosensory, immune and endothelial systems seems modulated by sex hormones, as well as by X-linked genes differentially expressed during development. Here, we review the current data on the modulation of the somatosensory system functionality by gonadal hormones. Although this is still an area that requires intense investigation, there is evidence suggesting a direct regulation of nociceptor activity by sex hormones at transcriptional, translational and functional levels. Data are being accumulated on the effect of sex hormones on TRP channels such as TRPV1 that make pivotal contributions to nociceptor excitability and sensitization in migraine and other chronic pain syndromes. These data suggest that modulation of TRP channels expression and/or activity by gonadal hormones provide novel pathways for drug intervention that may be useful for targeting the sex dimorphism observed in migraine.