Chronic stress causes deleterious changes in physiological function in systems ranging from neural cells in culture to laboratory rodents, sub-human primates and humans. It is notable, however, that the vast majority of research in this area has been conducted in males. In this review, we provide information about chronic stress effects on cognition in female rodents and contrast it with responses in male rodents. In general, females show cognitive resilience to chronic stressors which impair male cognitive function using spatial tasks including the radial arm maze, radial arm water maze, Morris water maze, Y-maze and object placement. Moreover, stress often enhances female performance in some of these cognitive tasks. Memory in females is not affected by stress in non-spatial memory tasks like recognition memory and temporal order recognition memory while males show impaired memory following stress. We discuss possible bases for these sex-dependent differences including the use of different strategies by the sexes to solve cognitive tasks. Whether the sex differences result from changes in non-mnemonic factors is also considered. Sex-dependent differences in alcohol and drug influences on stress responses are also described. Finally, the role of neurally derived estradiol in driving sex differences and providing resilience to stress in females is shown. The importance of determining the nature and extent of sex differences in stress responses is that such differences may provide vital information for understanding why some stress related diseases have different incidence rates between the sexes and for developing novel therapeutic treatments.