The vital role of the cardiovascular (CV) system is maintenance of body functions via the matching of exchange to tissue metabolic demand. Sex-specific differences in the regulatory mechanisms of CV function and the metabolic requirements of men and women, respectively, have been identified and appreciated. This review focuses on sex differences of parameters influencing exchange at the point of union between blood and tissue, the microvasculature. Microvascular architecture, blood pressure (hydrostatic and oncotic), and vascular permeability, therefore, are discussed in the specific context of sex in health and disorders. It is notable that when sex differences exist, they are generally subtle but significant. In the aggregate, though, they can give rise to profoundly different phenotypes. The postulated mechanisms responsible for sex differences are attributed to genomics, epigenetics, and sex hormones. Depending on specific circumstances, the effect of the combined factors can range from insignificant to lethal. Identifying and understanding key signalling mechanisms bridging genomics/sex hormones and microvascular exchange properties within the scope of this review holds significant promise for sex-specific prevention and treatment of vascular barrier dysfunction.