Over the last few decades, females have significantly increased their participation in athletic competitions and occupations (e.g. military, firefighters) in hot and thermally challenging environments. Heat acclimation, which involves repeated passive or active heat exposures that lead to physiological adaptations, is a tool commonly used to optimize performance in the heat. However, the scientific community’s understanding of adaptations to heat acclimation are largely based on male data, complicating the generalizability to female populations. Though limited, current evidence suggests that females may require a greater number of heat acclimation sessions or greater thermal stress to achieve the same magnitude of physiological adaptations as males. The underlying mechanisms explaining the temporal sex differences in the physiological adaptations to heat acclimation are currently unclear. Therefore, the aims of this state-of-the-art review are to: (i) present a brief yet comprehensive synthesis of the current female and sex difference literature, (ii) highlight sex-dependent (e.g. anthropometric, menstrual cycle) and sex-independent factors (e.g. environmental conditions, fitness) influencing the physiological and performance adaptations to heat acclimation, and (iii) address key avenues for future research.