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-neuroendocrine 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.