Sex differences in emotional processes represent some of the most robust sex stereotypes worldwide. However, empirical support for these stereotypes is lacking, especially from research utilizing objective measures, such as neuroimaging methodologies. We conducted a selective review of functional neuroimaging studies that have empirically tested for sex differences in the association between brain function and emotional processes (including perception, reactivity, regulation and experience). Evidence was found for marked sex differences in the neural mechanisms underlying emotional processes, and in most cases suggested that males and females use different strategies during emotional processing, which may lead to sex differences in the observed (or subjectively reported) emotional process. We discuss how these findings may offer insight into the mechanisms underlying sex differences in emotional behaviors, and outline a number of methodological considerations for future research. Importantly, results suggest that sex differences should not be ignored in research investigating the neurobiology of emotion.