Sex is a critical factor in the diagnosis and development of a number of mental health disorders including autism, schizophrenia, depression, anxiety, Parkinson’s disease, multiple sclerosis, anorexia nervosa and others; likely due to differences in sex steroid hormones and genetics. Recent evidence suggests that sex can also influence the complexity and diversity of microbes that we harbour in our gut; and reciprocally that our gut microbes can directly and indirectly influence sex steroid hormones and central gene activation. There is a growing emphasis on the role of gastrointestinal microbiota in the maintenance of mental health and their role in the pathogenesis of disease. In this review, we introduce mechanisms by which gastrointestinal microbiota are thought to mediate positive health benefits along the gut-brain axis, we report how they may be modulated by sex, the role they play in sex steroid hormone regulation, and their sex-specific effects in various disorders relating to mental health.