In recent years, there has been a significant expansion in female participation in endurance (road and trail) running. The often reported sex differences in maximal oxygen uptake (VO2max) are not the only differences between sexes during prolonged running. The aim of this narrative review was thus to discuss sex differences in running biomechanics, economy (both in fatigue and non-fatigue conditions), substrate utilization, muscle tissue characteristics (including ultrastructural muscle damage), neuromuscular fatigue, thermoregulation and pacing strategies. Although males and females do not differ in terms of running economy or endurance (i.e. percentage VO2max sustained), sex-specificities exist in running biomechanics (e.g. females have greater non-sagittal hip and knee joint motion compared to males) that can be partly explained by anatomical (e.g. wider pelvis, larger femur-tibia angle, shorter lower limb length relative to total height in females) differences. Compared to males, females also show greater proportional area of type I fibres, are more able to use fatty acids and preserve carbohydrates during prolonged exercise, demonstrate a more even pacing strategy and less fatigue following endurance running exercise. These differences confer an advantage to females in ultra-endurance performance, but other factors (e.g. lower O-2 carrying capacity, greater body fat percentage) counterbalance these potential advantages, making females outperforming males a rare exception. The present literature review also highlights the lack of sex comparison in studies investigating running biomechanics in fatigue conditions and during the recovery process.