Atherosclerosis-related cardiovascular diseases (CVDs) are the leading cause of death globally. Several lines of evidence are supportive of the contributory role of vascular inflammation in atherosclerosis. Diverse immune cell types, including monocytes/macrophages, T-cells and neutrophils, as well as specialized proresolving lipid mediators, have been successfully characterized as key players in vascular inflammation. The increased prevalence of atherosclerotic CVD in men in comparison to age-matched premenopausal women and the abolition of sex differences in prevalence during menopause strongly suggest a pivotal role of sex hormones in the development of CVD. Indeed, many animal and human studies conclusively implicate sex hormones as a crucial component in driving the immune response. This is further corroborated by the effective identification of sex hormone receptors in vascular endothelial cells, vascular smooth muscle cells and immune cells. Collectively, these findings suggest a cellular communication between sex hormones and vascular or immune cells underlying the vascular inflammation in atherosclerosis. The aim of this review is to provide an overview of vascular inflammation as a causal cue underlying atherosclerotic CVDs within the context of the modulatory effects of sex hormones. Moreover, the cellular and molecular signaling pathways underlying the sex hormones- immune system interactions as potential culprits for vascular inflammation are highlighted with detailed and critical discussion. Finally, the review concludes by speculations on the potential sex-related efficacy of currently available immunotherapies in mitigating vascular inflammation. Conceivably, a deeper understanding of the immunoregulatory influence of sex hormones on vascular inflammation-mediated atherosclerosis permits sex-based management of atherosclerosis-related CVDs.