Diabetic kidney disease (DKD) is one of the most serious complications of both type 1 (T1DM) and type 2 diabetes mellitus (T2DM). Current guidelines recommend a personalized approach in order to reduce the burden of DM and its complications. Recognizing sex and gender- differences in medicine is considered one of the first steps toward personalized medicine, but the gender issue in DM has been scarcely explored so far. Gender differences have been reported in the incidence and the prevalence of DKD, in its phenotypes and clinical manifestations, as well as in several risk factors, with a different impact in the two genders. Hormonal factors, especially estrogen loss, play a significant role in explaining these differences. Additionally, the impact of sex chromosomes as well as the influence of gene–sex interactions with several susceptibility genes for DKD have been investigated. In spite of the increasing evidence that sex and gender should be included in the evaluation of DKD, several open issues remain uncovered, including the potentially different effects of newly recommended drugs, such as SGLT2i and GLP1Ras. This narrative review explored current evidence on sex/gender differences in DKD, taking into account hormonal, genetic and clinical factors.