Complementing a recent systematic review and meta-analysis which showed that boys are more likely to be wasted, stunted, and underweight than girls, we conducted a narrative review to explore which early life mechanisms might underlie these sex differences. We addressed different themes, including maternal and newborn characteristics, immunology and endocrinology, evolutionary biology, care practices, and anthropometric indices to explore potential sources of sex differences in child undernutrition. Our review found that the evidence on why sex differences occur is limited but that a complex interaction of social, environmental, and genetic factors likely underlies these differences throughout the life cycle. Despite their bigger size at birth and during infancy, in conditions of food deprivation, boys experience more undernutrition from as early as the foetal period. Differences appear to be more pronounced in more severe presentations of undernutrition and in more socioeconomically deprived contexts. Boys are more vulnerable to infectious disease, and differing immune and endocrine systems appear to explain some of this disadvantage. Limited evidence also suggests that different sociological factors and care practices might exert influence and have the potential to exacerbate or reverse observed differences. Further research is needed to better understand sex differences in undernutrition and the implications of these for child outcomes and prevention and treatment programming.