During sensitive periods, information from the external and internal environment that occurs during particular phases of development is relayed to the brain to program neural development. Hormones play a central role in this process. In this review, we first discuss sexual differentiation of the brain as an example of hormonal programming. Using sexual differentiation, we define sensitive periods, review cellular and molecular processes that can explain their restricted temporal window, and discuss challenges in determining the precise timing of the temporal window. We then briefly review programming effects of other hormonal systems and discuss how programming of these systems interact with sexual differentiation.