Cardiovascular disease (CVD) is the leading cause of death in the Western countries. Several epidemiological studies have hypothesized a gender disparity in the pathogenesis and progression of CVD. For instance, women develop CVD when they are about 10 years older than men and, typically, after menopause. However, considering that women are often excluded from research studies, sex differences in CVD remains a frontier for discovery. Very important is thus the identification of risk factors allowing us to diagnose or predict cardiovascular events taking into account gender disparities. In this review, we will examine some of the major challenges in the discovery and validation of cardiovascular biomarkers in a gender perspective. In particular, we will consider classical (hypertension, smoking, diabetes, dyslipidemia, physical inactivity) and novel (inflammation markers, markers of endothelial dysfunction, markers of coronary disease) risk factors reporting gender differences. The aim of this review was to provide an overview on current knowledge on sex-associated cardiovascular determinants with the aim to improve CVD diagnostic and prognostic clinical courses and to develop new and gender-biased prevention strategies.