Clinical studies suggest that women are more likely than men to relapse to alcohol drinking in response to stress; however, the mechanisms underlying this sex difference are not well understood. A number of preclinical behavioral models have been used to study stress-induced alcohol intake. Here, we review paradigms used to study effects of stress on alcohol intake in rodents, focusing on findings relevant to sex differences. To date, studies of sex differences in stress-induced alcohol drinking have been somewhat limited; however, there is evidence that amygdala-centered circuits contribute to effects of stress on alcohol seeking. In addition, we present an overview of inflammatory pathways leading to microglial activation that may contribute to alcohol-dependent behaviors. We propose that sex differences in neuronal function and inflammatory signaling in circuits centered on the amygdala are involved in sex-dependent effects on stress-induced alcohol seeking and suggest that this is an important area for future studies.