Sex differences in lifespan exist world-wide, with women outliving men by more than a decade in some countries. The gender gap is not a uniquely human phenomenon; most sexually reproducing species examined show sex differences in patterns of ageing, yet a comprehensive explanation does not exist. Here, we discuss how ageing responds to natural selection on traits that arise as a consequence of sexuality. Sexual dimorphisms in vertebrates are mediated by sex-steroids, such as androgens and oestrogens, and we examine their regulation of biological processes that can affect ageing and lifespan. The sexes can respond differently to dietary restriction and altered activity of nutrient-sensing pathways, with females showing a greater plasticity for life extension. We suggest that the cross-regulation of steroid hormone and nutrient-sensing signalling pathways is a promising process for further study in understanding the biological basis for the gender gap.