Sex-biased dispersal is an almost ubiquitous feature of mammalian life history, but the evolutionary causes behind these patterns still require much clarification. A quarter of a century since the publication of seminal papers describing general patterns of sex-biased dispersal in both mammals and birds, we review the advances in our theoretical understanding of the evolutionary causes of sex-biased dispersal, and those in statistical genetics that enable us to test hypotheses and measure dispersal in natural populations. We use mammalian examples to illustrate patterns and proximate causes of sex-biased dispersal, because by far the most data are available and because they exhibit an enormous diversity in terms of dispersal strategy, mating and social systems. Recent studies using molecular markers have helped to confirm that sex-biased dispersal is widespread among mammals and varies widely in direction and intensity, but there is a great need to bridge the gap between genetic information, observational data and theory. A review of mammalian data indicates that the relationship between direction of sex-bias and mating system is not a simple one. The role of social systems emerges as a key factor in determining intensity and direction of dispersal bias, but there is still need for a theoretical framework that can account for the complex interactions between inbreeding avoidance, kin competition and cooperation to explain the impressive diversity of patterns.