In mammals, sex differences are evident in many aspects of brain development, brain function and behaviour. Ultimately, such differences must arise from the differential sex chromosome complements in males and females: males inherit a single X chromosome and a Y chromosome, whilst females inherit two X chromosomes. One possible mechanism for sexual differentiation of the brain is via male-limited expression of genes on the small Y chromosome. Many Y-linked genes have been implicated in the development of the testes, and therefore could theoretically contribute to sexual differentiation of the brain indirectly, through influencing gonadal hormone production. Alternatively, Y-linked genes that are expressed in the brain could directly influence neural masculinisation. The present paper reviews evidence from human genetic studies and animal models for Y-linked effects (both direct and indirect) on neurodevelopment, brain function and behaviour. Besides enhancing our knowledge of the mechanisms underlying mammalian neural sexual differentiation, studies geared towards understanding the role of the Y chromosome in brain function will help to elucidate the molecular basis of sex-biased neuropsychiatric disorders, allowing for more selective sex-specific therapies.