Sex-related differences in pain and opioids has been the focus of many researches. It is demonstrated that women experience greater clinical pain, lower pain threshold and tolerance, more sensitivity and distress to experimentally induced pain compared to men. Sex differences in response to opioid treatment revealed inconsistent results. However, the etiology of these disparities is not fully elucidated. It is, therefore, conceivable now that this literature merits to be revisited comprehensively. Possible multifaceted factors seem to be associated. These include neuroanatomical, hormonal, neuroimmunological, psychological, social and cultural aspects and comorbidities. This review aims at providing an overview of the substantial literature documenting the sex differences in pain and analgesic response to opioids from animal and human studies within the context of the modulatory effects of the aforementioned factors. A detailed and critical discussion of the cellular and molecular signaling pathways underlying the modulatory actions of gonadal hormones in the sexual dimorphism in pain processing and opioid analgesia is extensively presented. It is indicated that sexual dimorphic activation of certain brain regions contributes to differential pain sensitivity between females and males. Plausible crosstalk between sex hormones and neuroimmunological signaling pertinent to toll-like and purinergic receptors is uncovered as causal cues underlying sexually dimorphic pain and opioid analgesia. Conceivably, a thorough understanding of these factors may aid in sex-related advancement in pain therapeutic management.