Glioblastoma (GBM), the most common primary malignant brain tumor, remains difficult to treat and shares phenotypes, including an aberrant immune response, with other neurological disorders. Understanding the cellular and molecular mechanisms underlying this pathological immune response remains a priority, particularly as standard of care for advanced cancers evolves to include immunotherapies, which have yet to show strong clinical efficacy in GBM. Epidemiological evidence supports a sex difference in GBM, with increased prevalence in males, and recent studies identified differences between males and females ranging from genetic aberrations to cellular programs. Sex differences have also been identified in immune response, and in this mini-review, we present these differences to highlight potential sex-specific cellular and molecular mechanisms that underly GBM growth and response to immunotherapies. These sex differences offer an opportunity to understand GBM pathogenesis and extend beyond GBM to other tumors and neurological disorders to inform the development of next-generation therapies.