Neuropsychiatric disorders are overall more prevalent in women than in men and sex differences exist in their pathophysiology and treatment. However, most preclinical studies typically use male subjects, an issue that is gaining attention, as new guidelines require the consideration of female subjects in neuroscience and neuropsychopharmacology. Especially, in the field of neuropsychopharmacology, there are substantial sex differences in pharmacokinetics and pharmacodynamics of several psychotropic drugs [1]. In this respect, our group has thoroughly studied sex differences in models of depression, stress response and antidepressant activity [2-4]. Furthermore, we have investigated the behavioral and neurochemical effects of estrogen depletion by aromatase inhibition in both male and female rats [5]. Recently, we have observed that in the search of new antidepressants, based on the hypothalamus-pituitary adrenal (HPA) axis, compounds preclinically studied in males were tested in clinical trials that recruited more, if not exclusively, women than men and did not control for potential sex differences [6]. We suggest that this mismatch between preclinical and clinical studies has contributed to the failure of discovering new antidepressants based on the HPA axis. Overall, our studies highlight the importance of studying sex differences in preclinical neuropsychopharmacological research.