A striking anecdotal feature of the Coronavirus disease 2019 (COVID-19) outbreak is the difference in morbidity and mortality between the sexes. Here, we present a meta-analysis of 206, 128 reported cases to demonstrate that whilst there is no difference in the proportion of males and females with confirmed COVID-19, male patients have more than double the odds of requiring intensive treatment unit admission (OR 2.5) and higher odds of death (OR 1.60) when compared to females. We review data revealing how previous Coronavirus outbreaks have demonstrated a similar pattern. Important differences in the immune response to infection exist between sexes, which are likely to contribute to this observation. In this review, we discuss these differences highlighting that females have a more robust innate antiviral response and a better adaptive immune response to infection. An appreciation of how sex is influencing COVID-19 outcomes will have important implications for clinical management and mitigation strategies for this disease.