Human immunodeficiency virus (HIV) remains a global infectious diseases threat that disproportionally affects women. Beyond social and political factors, biological and genetic differences have been identified that lead to differential disease courses and outcomes in men and women. Following HIV type 1 (HIV-1) seroconversion, women have up to 40% lower HIV loads and higher CD4+ T-cell counts than men. However, at the same level of viremia, progression to AIDS is faster in women. After adjustment for viral load, HIV-positive women also display increased levels of generalized immune activation and experience the consequences of elevated inflammatory activity more frequently than men. Part of these observations are linked to sex-based differences in innate immunity, in which the differential ability of plasmacytoid dendritic cells to produce interferon α following stimulation of Toll-like receptor 7 and upregulation of interferon-stimulated genes play a central role. Here, we review the current knowledge and remaining gaps therein regarding sex-based differences in HIV-1 pathogenesis.