Stress is associated with alcohol drinking, and epidemiological studies document the comorbidity of alcohol use disorder (AUD) and post-traumatic stress disorder (PTSD), with higher comorbid prevalence in females than in males. The aim of this paper is to highlight information related to sex differences in stress-enhanced alcohol drinking from clinical studies and from preclinical studies utilizing an animal model of traumatic stress. Stress is associated with alcohol drinking and relapse in males and females, but there are sex differences in the alcohol-related adaptation of stress pathways and in the association of different prefrontal regions with stress-induced anxiety. The predator stress model of traumatic stress produced enhanced alcohol drinking in a subgroup of stress-sensitive male and female animals, which could be associated with sex and subgroup differences in stress axis responsivity, behavioral responses to predator odors, and epigenetic mechanisms engaged by traumatic experiences. While additional studies in females are necessary, existing clinical and preclinical evidence suggests that biological mechanisms underlying stress-enhanced drinking likely differ between males and females. Thus, effective treatment strategies may differ between the sexes.