The analytical review article presents the data reflecting the need for significant differentiation of the methodology of sports training for male and female athletes, which unfortunately is ignored in sports practice and is not adequately reflected in the vast majority of publications in the field of theory and methodology of sports training. This differentiation can be attributed to the following main components: the physique, strength qualities and flexibility; the energy systems; the peculiarities of the psyche and behavioral reactions; the menstrual cycle; female athlete triad; hyperandrogenism; pregnancy and parturition; and age dependence of sports performance. The clearly insufficient consideration of the peculiarities of the female body not only does not allow to fully use the natural talent of athletes for achieving the highest attainable sports performance, but also may with high probability disturb the normal age-related development and produce serious health problems in female athletes.