Hormones also influence neurochemistry, and therefore, learning. In general, males and females learn quite differently from one another. Males tend to be better at spatial tasks while females tend to perform better at verbal tasks. Research suggests testosterone and estradiol may mediate those performance differences.
Estradiol affects learning under stress. When exposed to stressful conditions, male rodents learn certain classically conditioned tasks more rapidly than female rodents. However, when the female rodents’ ovaries are removed or estradiol is blocked by a drug like Tamoxifen, the difference between the two sexes is removed. That is, the female rodents acquire the conditioning as quickly and as effectively as the male rodents.
Even though, humans are far more complicated than rodents and the controlled stress and the scope of classical conditioning tasks in the lab are limited compared to the stress and learning that takes place in the real world, it is clear that sex matters, and thus by definition, sex hormones matter.
To read more about sex differences in neurochemistry:
The End of Sex as We Know It