Sexual dimorphism in the composition and function of the human immune system has important clinical implications, as males and females differ in their susceptibility to infectious diseases, cancers, and especially systemic autoimmune rheumatic diseases. Both sex hormones and the X chromosome, which bears a number of immune-related genes, play critical roles in establishing the molecular basis for the observed sex differences in immune function and dysfunction. Here, we review our current understanding of sex differences in immune composition and function in health and disease, with a specific focus on the contribution of the X chromosome to the striking female bias of three autoimmune rheumatic diseases.