Professor Henry Higgins in My Fair Lady said, 'Why can't a woman be more like a man?'. Perhaps unintended, such narration extends to the reality of current drug development. A clear sex-gap exists in pharmaceutical research spanning from preclinical studies, clinical trials to post-marketing surveillance with a bias towards males. Consequently, women experience adverse drug reactions from approved drug products more often than men. Distinct differences in pharmaceutical response across drug classes and the lack of understanding of disease pathophysiology also exists between the sexes, often leading to suboptimal drug therapy in women. This review explores the influence of sex as a biological variable in drug delivery, pharmacokinetic response and overall efficacy in the context of pharmaceutical research and practice in the clinic. Prospective recommendations are provided to guide researchers towards the consideration of sex differences in methodologies and analyses. The promotion of disaggregating data according to sex to strengthen scientific rigour, encouraging innovation through the personalisation of medicines and adopting machine learning algorithms is vital for optimised drug development in the sexes and population health equity.