Sex differences are poorly studied within the field of mental health, even though there is evidence of disparities (with respect to brain anatomy, activation patterns, and neurochemistry, etc.) that can significantly influence the etiology and course of mental disorders. The objective of this work was to review sex differences in adolescents (aged 13-18 years) diagnosed with ADHD (according to the DSM-IV, DSM-IV-TR and DSM-5 criteria) in terms of substance use disorder (SUD), prevalence, pharmacological therapy and mental health. We searched three academic databases () and performed a narrative review of a total of 21 articles. The main conclusions of this research were (1) girls with ADHD are more at risk of substance use than boys, although there was no consensus on the prevalence of dual disorders; (2) girls are less frequently treated because of underdiagnosis and because they are more often inattentive and thereby show less disruptive behavior; (3) together with increased impairment in cognitive and executive functioning in girls, the aforementioned could be related to greater substance use and poorer functioning, especially in terms of more self-injurious behavior; and (4) early diagnosis and treatment of ADHD, especially in adolescent girls, is essential to prevent early substance use, the development of SUD, and suicidal behavior.