Songbirds exhibit some of the most extreme sex differences in the brain of all vertebrates. Understanding the function of these sex differences has relied on making interspecies comparisons. In some species, females sing rarely or not at all, and the brain nuclei that control song are many times larger in volume in males than in females. In other species, males and females sing approximately equally, and the sizes of the brain nuclei that control song are approximately equal between the sexes. This article reviews sex differences in the song-control system of songbirds, and introduces statistical comparative methods developed by evolutionary biologists. These methods control for phylogenetic effects while comparing the co-evolution of traits. The extreme sex differences in song seem to have co-evolved with the extreme sex differences in singing behavior in songbird species.