In recent years there has been a growing recognition of the influence of sex on brain structure and function, and in relation, on the susceptibility, prevalence and response to treatment of psychiatric disorders. Most theories and descriptions of the effects of sex on the brain are dominated by an analogy to the current interpretation of the effects of sex on the reproductive system, according to which sex is a divergence system that exerts a unitary, overriding and serial effect on the form of other systems. We shortly summarize different lines of evidence that contradict aspects of this analogy. The new view that emerges from these data is of sex as a complex system whose different components interact with one another and with other systems to affect body and brain. The paradigm shift that this understanding calls for is from thinking of sex in terms of sexual dimorphism and sex differences, to thinking of sex in terms of its interactions with other factors and processes. Our review of data obtained from animal models of psychopathology clearly reveals the need for such a paradigmatic shift, because in the field of animal behaviour whether a sex difference exists and its direction depend on the interaction of many factors including, species, strain, age, specific test employed and a multitude of environmental factors. We conclude by explaining how the new conceptualization can account for sex differences in psychopathology.