Human models demonstrate that experimental activation of the innate immune system has profound effects on brain activation and behavior, inducing fatigue, worsened mood and pain sensitivity. It has been proposed that inflammation is a mechanism involved in the etiology and maintenance of depression, chronic pain and long-term fatigue. These diseases show a strong female overrepresentation, suggesting that a better understanding of sex differences in how inflammation drives behavior could help the development of individualized treatment interventions. For this purpose, we here review sex differences in studies using experimental inflammatory models to investigate changes in brain activity and behavior. We suggest a model in which inflammation accentuates sex differences in brain networks and pre-existing vulnerability factors. This effect could render women more vulnerable to the detrimental effects of immune-to-brain communication over time. We call for systematic and large scale investigations of vulnerability factors for women in the behavioral response to inflammation.