Traumatic events during early life have been linked with later life psychopathology. To understand this risk factor, researchers have studied the effects of prenatal and postnatal early life stress on neurochemical changes. Here we review the rodent literature on sex differences and sex-specific impact of early life stress on frontal cortex neurochemistry. This region is implicated in regulating motivation and emotion, which are often disrupted in psychological disorders. The prefrontal cortex (PFC) in particular is one of the last brain regions to develop, and there are sex differences in the rate of this development. To draw direct comparisons between sexes, our review of the literature was restricted to studies where the effects of prenatal or postnatal stress had been described in male and female littermates. This literature included research describing glutamate, γ-amino butyric acid (GABA), corticosteroids, monoamines, and cannabinoids. We found that sex-dependent effects of stress are mediated by the age at which stress is experienced, age at test, and type of stress endured. More research is required, particularly into the effects of adolescent stress on male and female littermates. We hope that a greater understanding of sex-specific susceptibilities in response to stress across development will help to uncover risk factors for psychological disorders in vulnerable populations. (Figure presented.).