Cocaine abuse is on the rise among women, and drug addiction studies consistently show greater responses among females than males in various cocaine-related outcomes. Animal and human studies reveal sexually dimorphic patterns in behavioral responses to cocaine in all phases of the cocaine addiction process from initiation to maintenance and relapse. Furthermore, in animal models, females require lower doses of cocaine to develop faster conditioned place preference and cocaine-induced psychomotor behaviors and sensitization. A clear picture is emerging and suggests that the biological basis of sex-specific differences in cocaine addiction lies, in part, in the disparate regulation of the central nervous system by male and female gonadal hormones and, in part, in chromosomal mechanisms that contribute to drug abuse vulnerability. The interactions of the many factors that affect sex differences appear to be complex. For example, in females, estradiol has facilitatory effects overall, whereas progesterone inhibits most cocaine responses. This review presents a discussion of sex differences and the role of gonadal hormones as the biological basis for the sexually dimorphic pattern in behavioral responses to cocaine.