Psoriatic arthritis (PsA) is a chronic inflammatory condition associated with skin psoriasis and manifests a wide clinical phenotype, with proposed differences between sexes. Current treatments are based on traditional disease-modifying anti-rheumatic drugs (DMARD), and biologic agents and studies have reported different clinical response patterns depending on sex factors. We aimed to identify sex differences in drug retention rate in patients with PsA and performed a systematic research on MEDLINE, EMBASE and Cochrane databases (1979 to June 2015) for studies regarding effectiveness (measured as drug retention rate) in PsA in both traditional DMARDs and biologics. Demographic data as well as retention rates between sexes were extracted. From a total 709 retrieved references, we included 9 articles for the final analysis. Only one study reported data regarding DMARDs, while eight studies reported retention rate for anti-tumor necrosis factor (TNF) biologics, mainly infliximab, adalimumab and etanercept. No differences were reported in retention rates between sexes for methotrexate, while women manifested lower retention rates compared to men with regard to anti-TNF. We highlight the need to include sex differences in the management flow chart of patients with PsA.