Sex differences in inhibition and self-regulation at a behavioral level have been widely described. From an evolutionary point of view, the different selection pressures placed on male and female hominids led them to differ in their behavioral strategies that allowed our species to survive during natural selection processes. These differences reflect changes in neural and structural plasticity that might be the core of sex differences, and of the susceptibility towards one psychiatric condition rather than another. The goal of the present review is to summarize current evidence for such a dichotomy in impulsive and compulsive behavior with a focus on drug addiction. Sex-dependent differences in drug abuse and dependence will be examined in the context of pathophysiological regulation of impulse and motivation by neuromodulators (i.e. gonadal hormones) and neurotransmitters (i.e. dopamine). Advances in the understanding of the sex differences in the capability to control impulses and motivational states is key for the determination of efficacious biologically based intervention and prevention strategies for several neuropsychiatric disorders where loss of impulse control and compulsivity are the core symptoms.