Females are more vulnerable than males to many aspects of cocaine use disorder. This vulnerability also translates to opioid use disorder, with females exhibiting stronger behavioral responses than males to drugs such as heroin and morphine. While there is evidence for many overlapping neural mechanisms underlying cocaine and opioid abuse, there is also a breadth of evidence indicating divergent effects of the drugs on synaptic plasticity. This makes it unclear whether the behavioral sex differences seen in substance use disorder across different drugs of abuse rely on the same mechanisms. Ovarian hormones have consistently been implicated as drivers of the behavioral sex differences in cocaine taking and seeking. While there are far fewer studies on the role of ovarian hormones in opioid use disorder, the existing data suggest that ovarian hormones may not drive these behavioral effects in the same manner as in cocaine use disorder. This review highlights evidence that behavioral sex differences in substance use disorder might be driven by different mechanisms depending on drug class.