Adolescence is a period associated with the initiation and escalation of substance use and is also a time during which substantial changes take place in neural development, personality and behavior. Although rates of substance use between adolescent girls and boys do not differ substantially, there is evidence for sex differences in underlying vulnerability pathways associated with the development of substance use disorder. Here we review sex differences in adolescent brain development and how these differences may contribute to different risk pathways between females and males that emerge during this developmental period. We also discuss methodological considerations in the study of sex differences in brain and behavior and their implications for interpretation. We close by highlighting promising areas for future work.