Sex differences and the role of gonadal hormones in modulating insulin sensitivity and glucose tolerance are of increasing interest and importance because of the increasing prevalence of type 2 diabetes mellitus and the metabolic abnormalities associated with aging. Body composition is closely associated with insulin sensitivity, and increased body fat, particularly in the visceral compartment, is a risk factor for developing type 2 diabetes mellitus. Sex differences in body composition and/or insulin sensitivity are evident in humans throughout the lifespan. Ovarian hormones influence insulin sensitivity across the menstrual cycle, during pregnancy, and in the menopausal transition. Similarly, estrogens and progestins used for contraception and hormone replacement therapy affect glucoregulation. Nonhuman primates and humans have similar life histories and reproductive characteristics. As a result, nonhuman primates provide a valuable model for investigating factors related to insulin sensitivity. Studies of nonhuman primates have contributed significantly to our understanding of sex differences and the influence of sex steroids in this context. This brief review surveys present knowledge of the sex differences in body composition, insulin sensitivity, and risk for development of type 2 diabetes mellitus derived from studies in humans and nonhuman primates. The influences of endogenous and exogenous gonadal steroids are emphasized.