CONTEXT AND OBJECTIVE: The relationship between sex hormones and asthma has been evaluated in several studies. The aim of this review article was to investigate the association between asthma and female sex hormones, under different conditions (premenstrual asthma, use of oral contraceptives, menopause, hormone replacement therapy and pregnancy). DESIGN AND SETTING: Narrative review of the medical literature, Universidade Federal do Tocantins (UFT) and Universidade Federal de Sao Paulo (Unifesp). METHODS: We searched the CAPES journal portal, a Brazilian platform that provides access to articles in the MEDLINE, PubMed, SciELO, and LILACS databases. The following keywords were used based on Medical Subject Headings: asthma, sex hormones, women and use of oral contraceptives. RESULTS: The associations between sex hormones and asthma remain obscure. In adults, asthma is more common in women than in men. In addition, mortality due to asthma is significantly higher among females. The immune system is influenced by sex hormones: either because progesterone stimulates progesterone-induced blocking factor and Th2 cytokines or because contraceptives derived from progesterone and estrogen stimulate the transcription factor GATA-3. CONCLUSIONS: The associations between asthma and female sex hormones remain obscure. We speculate that estrogen fluctuations are responsible for asthma exacerbations that occur in women. Because of the anti-inflammatory action of estrogen, it decreases TNF-alpha production, interferon-gamma expression and NK cell activity. We suggest that further studies that highlight the underlying physiopathological mechanisms contributing towards these interactions should be conducted.