Complex neuroendocrine mechanisms regulating the immune response can be recognized in all autoimmune diseases. Such mechanisms develop through endocrine loops and feedback processes along the hypothalamus–pituitary–gonads axis and the hypothalamus–pituitary– adrenal gland axis. Females are not only more susceptible to autoimmune diseases, but are also more exposed to relevant variations of hormonal levels that physiologically go along with women’s life. This paper reviews female-specific issues in multiple sclerosis and how treatments must be considered accordingly. In particular, aspects related to puberty, menses, fertility, pregnancy, lactation and menopause are considered in addition to epidemiological and clinical issues.