Sex differences in the prevalence and presentation of mental illnesses are well documented. Women are more likely to experience common mental health disorders (e.g., anxiety and depression), and when they experience these conditions, they often present differently to men (e.g., women are more likely to report somatic complaints). Periods of physical and hormonal change (e.g., adolescence, pregnancy, and menopause) are particular risk periods for the development of mental illness in women. In this article, we advance the proposal that interoception (the perception of the body's internal state) is one mechanism that might explain sex differences in vulnerability to mental illness. We argue that known sex differences in interoception, whereby women, compared to men, report heightened attention to internal signals coupled with worse interoceptive accuracy, may result from the increased amount of physical and hormonal change women experience across development. Given links between interoception and mental health, we propose that sex differences in interoception may partly explain sex differences in the prevalence and presentation of certain mental illnesses. Further scrutiny of this proposal may aid our understanding of sex differences in mental illness with implications for assessment, early intervention, and the development of novel treatment approaches. (PsycINFO Database Record (c) 2019 APA, all rights reserved).