Males and females of nearly all animals differ in their body size, a phenomenon called sexual size dimorphism (SSD). The degree and direction of SSD vary considerably among taxa, including among populations within species. A considerable amount of this variation is due to sex differences in body size plasticity. We examine how variation in these sex differences is generated by exploring sex differences in plasticity in growth rate and development time and the physiological regulation of these differences (e.g., sex differences in regulation by the endocrine system). We explore adaptive hypotheses proposed to explain sex differences in plasticity, including those that predict that plasticity will be lowest for traits under strong selection (adaptive canalization) or greatest for traits under strong directional selection (condition dependence), but few studies have tested these hypotheses. Studies that combine proximate and ultimate mechanisms offer great promise for understanding variation in SSD and sex differences in body size plasticity in insects.