Despite the high burden of malaria worldwide, there is surprisingly scarce research on sex-based differences in malaria outside of pregnancy. A more thorough understanding of sexual dimorphism in malaria, and what underlies these sex-based differences, could elucidate the underlying mechanisms driving malaria pathogenesis and has the potential to inform malaria control efforts, including new vaccines. This review summarizes our current understanding of sex-based differences in the epidemiology of malaria across the lifespan, potential sex- or gender-based mechanisms driving these differences, and the knowledge gaps that need to be addressed.