In response to various immune challenges, females show better survival than males; the X chromosome has an important role in this immunological advantage. X chromosome-linked diseases are usually restricted to males, who have only one copy of the X chromosome; however, females are more prone to autoimmune diseases, and the X chromosome may be involved in the breakdown of self tolerance. Several hypotheses have been proposed in recent years that support a role for the X chromosome in shaping autoimmune responses. Here, we review the main mechanisms responsible for increased immune activity in females. This provides a survival advantage in the face of pathogenic insult but can also enhance the susceptibility of females to autoimmunity.