The gender difference in cancer susceptibility is one of the most consistent findings in cancer epidemiology. Hematologic malignancies are generally more common in males and this can be generalized to most other cancers. Similar gender differences in non-malignant diseases including autoimmunity, are attributed to hormonal or behavioral differences. Even in early childhood, however, where these differences would not apply, there are differences in cancer incidence between males and females. In childhood, few cancers are more common in females, but overall, males have higher susceptibility. In Hodgkin lymphoma, the gender ratio reverses toward adolescence. The pattern that autoimmune disorders are more common in females, but cancer and infections in males suggests that the known differences in immunity may be responsible for this dichotomy. Besides immune surveillance, genome surveillance mechanisms also differ in efficiency between males and females. Other obvious differences include hormonal ones and the number of X chromosomes. Some of the differences may even originate from exposures during prenatal development. This review will summarize well-documented examples of gender effect in cancer susceptibility, discuss methodological issues in exploration of gender differences, and present documented or speculated mechanisms. The gender differential in susceptibility can give important clues for the etiology of cancers and should be examined in all genetic and non-genetic association studies.