OBJECTIVES: To investigate the sex-specific association between smoking and lung cancer. DESIGN: Systematic review and meta-analysis. DATA SOURCES: We searched PubMed and EMBASE from 1 January 1999 to 15 April 2016 for cohort studies. Cohort studies before 1 January 1999 were retrieved from a previous meta-analysis. Individual participant data from three sources were also available to supplement analyses of published literature. ELIGIBILITY CRITERIA FOR SELECTING STUDIES: Cohort studies reporting the sex-specific relative risk (RR) of lung cancer associated with smoking. RESULTS: Data from 29 studies representing 99 cohort studies, 7 million individuals and >50 000 incident lung cancer cases were included. The sex-specific RRs and their ratio comparing women with men were pooled using random-effects meta-analysis with inverse-variance weighting. The pooled multiple-adjusted lung cancer RR was 6.99 (95% Confidence Interval (CI) 5.09 to 9.59) in women and 7.33 (95% CI 4.90 to 10.96) in men. The pooled ratio of the RRs was 0.92 (95% CI 0.72 to 1.16; I CONCLUSIONS: Smoking yields similar risks of lung cancer in women compared with men. However, these data may underestimate the true risks of lung cancer among women, as the smoking epidemic has not yet reached full maturity in women. Continued efforts to measure the sex-specific association of smoking and lung cancer are required.