Sex steroid hormones play important physiological roles in reproductive and nonreproductive tissues, including immune cells. These hormones exert their functions by binding to either specific intracellular receptors that act as ligand-dependent transcription factors or membrane receptors that stimulate several signal transduction pathways. The elevated susceptibility of males to bacterial infections can be related to the usually lower immune responses presented in males as compared to females. This dimorphic sex difference is mainly due to the differential modulation of the immune system by sex steroid hormones through the control of proinflammatory and anti-inflammatory cytokines expression, as well as Toll-like receptors (TLRs) expression and antibody production. Besides, sex hormones can also affect the metabolism, growth, or virulence of pathogenic bacteria. In turn, pathogenic, microbiota, and environmental bacteria are able to metabolize and degrade steroid hormones and their related compounds. All these data suggest that sex steroid hormones play a key role in the modulation of bacterial-host interactions.