Coronavirus Disease-2019 (COVID-19) is the worst worldwide pandemic with more than 12,000,000 cases and 560,000 deaths until 14th July 2020. Men were more infected by COVID-19 than women, and male subjects with underlying conditions, including diabetes, hypertension, and cardiovascular diseases developed a severe form of the affection, with increased mortality rate. Many factors can contribute to the disparity in disease outcomes, such as hormone-specific reaction and activity of X-linked genes, which modulate the innate and adaptive immune response to virus infection. Until now, only the Remdesivir was approved by FDA (Food Drug Administration) for COVID-19 treatment, although several clinical trials are ongoing worldwide also on other drugs. In this review, we analyzed published studies on several drugs (chloroquine or hydroxychloroquine, remdesivir, favipiravir, lopinavir-ritonavir in combination, tocilizumab, plasma, and immunoglobulins) with some efficacy to COVID-19 in humans, and evaluated if there were a gender analysis of the available data. In our opinion, it is essential to report data about COVID-19 disaggregated by sex, age, and race, because the knowledge of gender differences is fundamental to identify effective and customized treatments to reduce hospitalizations, admissions to intensive care units, and mortality.