Members of the uncoupling protein (UCP) family have different purported functions, which can be either directly or indirectly related to the control of body weight. In this sense, most studies on this topic have been carried out using male subjects, although different works with males and females have shown important sex-associated differences in the regulation of these proteins; for instance, sex differences have been shown in the cold-, diet- and overweight-induced expression of brown adipose tissue UCP1 and also in the correlation of muscle UCP3 with overweight. In these kinds of studies, models of obesity such as cafeteria diet feeding and postcafeteria have been very useful. Moreover, sex hormones have been shown to modulate UCP1 expression in brown adipocytes in vitro. All these sex-dependent differences, as well as sex differences in body weight gain under a hypercaloric diet, could be related to the different respective biological functions of males and females, taking into account the fact that the gender effect in future studies on obesity could be of interest.