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In this systematic review, we highlight the differences between the male and female zebrafish brains to understand their differentiation and their use in studying sex-specific neurological diseases. Male and female brains display subtle differences at the cellular level which may be important in driving sex-specific signaling. Sex differences in the brain have been observed in humans as well as in non-human species. However, the molecular mechanisms of brain sex differentiation remain unclear. The classical model of brain sex differentiation suggests that the steroid hormones derived from the gonads are the primary determinants in establishing male and female neural networks. Recent studies indicate that the developing brain shows sex-specific differences in gene expression prior to gonadal hormone action. Hence, genetic differences may also be responsible for differentiating the brain into male and female types. Understanding the signaling mechanisms involved in brain sex differentiation could help further elucidate the sex-specific incidences of certain neurological diseases. The zebrafish model could be appropriate for enhancing our understanding of brain sex differentiation and the signaling involved in neurological diseases. Zebrafish brains show sex-specific differences at the hormonal level, and recent advances in RNA sequencing have highlighted critical sex-specific differences at the transcript level. The differences are also evident at the cellular and metabolite levels, which could be important in organizing sex-specific neuronal signaling. Furthermore, in addition to having one ortholog for 70% of the human gene, zebrafish also shares brain structural similarities with other higher eukaryotes, including mammals. Hence, deciphering brain sex differentiation in zebrafish will help further enhance the diagnostic and pharmacological intervention of neurological diseases.