Here, we review the evidence for sex differences in behavioral measures of impulsivity for both humans and laboratory animals. We focus on two specific components of impulsivity: impulsive action (i.e., difficulty inhibiting a prepotent response) and impulsive choice (i.e., difficulty delaying gratification). Sex differences appear to exist on these measures, but the direction and magnitude of the differences vary. In laboratory animals, impulsive action is typically greater in males than females, whereas impulsive choice is typically greater in females. In humans, women discount more steeply than men, but sex differences on measures of impulsive action depend on tasks and subject samples. We discuss implications of these findings as they relate to drug addiction. We also point out the major gaps in this research to date, including the lack of studies designed specifically to examine sex differences in behavioral impulsivity, and the lack of consideration of menstrual or estrous phase or sex hormone levels in the studies.