Sex and gender differences significantly influence lung parenchyma development, beginning as early as the embryonic stages of human life. Although this association is well known in the clinical manifestations of some relevant pulmonary diseases, there is less data available regarding their effects on cell biological programmes across different stages of body development. A deep understanding of these mechanisms could help in defining preventive strategies tailored to a fully personalised approach to respiratory medicine. From this perspective, this review aims to analyse the influence of sex and gender on bronchoalveolar and vascular compartments from embryonic and neonatal stages through to adolescence, adulthood and elder age.