Diabetes is a strong risk factor for vascular disease. There is compelling evidence that the relative risk of vascular disease associated with diabetes is substantially higher in women than men. The mechanisms that explain the sex difference have not been identified. However, this excess risk could be due to certain underlying biological differences between women and men. In addition to other cardiometabolic pathways, sex differences in body anthropometry and patterns of storage of adipose tissue may be of particular importance in explaining the sex differences in the relative risk of diabetes-associated vascular diseases. Besides biological factors, differences in the uptake and provision of health care could also play a role in women's greater excess risk of diabetic vascular complications. In this review, we will discuss the current knowledge regarding sex differences in both biological factors, with a specific focus on sex differences adipose tissue, and in health care provided for the prevention, management, and treatment of diabetes and its vascular complications. While progress has been made towards understanding the underlying mechanisms of women's higher relative risk of diabetic vascular complications, many uncertainties remain. Future research to understanding these mechanisms could contribute to more awareness of the sex-specific risk factors and could eventually lead to more personalized diabetes care. This will ensure that women are not affected by diabetes to a greater extent and will help to diminish the burden in both women and men.