This review examines sex differences in health and survival, with a focus on the Nordic countries. There is a remarkable discrepancy between the health and survival of the sexes: men are physically stronger and have fewer disabilities, but have substantially higher mortality at all ages compared with women: the so-called male-female health-survival paradox. A number of proposed explanations for this paradox are rooted in biological, social, and psychological interpretations. It is likely to be due to multiple causes that include fundamental biological differences between the sexes such as genetic factors, immune system responses, hormones, and disease patterns. Behavioral differences such as risk-taking and reluctance to seek and comply with medical treatment may also play a role. Another consideration is that part of the difference may be due to methodological challenges, such as selective non-participation and under-reporting of health problems, and delayed seeking of treatment by men. The Nordic countries provide a unique opportunity for such studies, as they have good-quality data in their national health registers, which cover the whole population, and a long tradition of high participation rates in surveys.