As the society continues to evolve, the demand for top-notch education has grown in tandem. Understanding the interplay of sex, learning method selection, and cognitive abilities in cognitive development is crucial for optimizing educational strategies and outcomes. This study aimed to investigate the relationship among sex, different learning methods, and cognitive abilities across different cognitive domains. A diverse body of literature was systematically examined, which includes studies employing various cognitive tests and learning method assessments in different sex and age cohort. As predicted, results revealed a significant interaction between sex and learning method selections in cognitive abilities. Females have the advantage of the influences of hormones and timing of cognitive maturation in cognitive abilities, leading to better performance in verbal memory tasks, more efficient responding, and better inhibitory control. As males perform best in competitive learning environments and females in cooperative environments, implying the interaction between sex and cognition in learning method selections. The findings of this review highlighted the complex interplay between sex, learning methods, and cognitive abilities, underscoring the need to take individual strengths and sex differences into account when selecting learning methods. Insights from this study have implications for educational practices and policymaking, suggesting the potential for a more personalized learning approach to enhance cognitive abilities and academic performance. Further research direction and limitations are also discussed.