Repeated exposure to stressful stimuli or psychostimulants increases sensitivity to the motoric effects of these drugs, i.e. behavioral sensitization. The objective of the present experiment was to determine the interaction between factors that modulate psychostimulant sensitivity, i.e. sex and circulating gonadal hormone levels, in rats with a genetically distinct locomotor response to novelty: Roman Low Avoidance rats (RLA) freeze while Roman High Avoidance rats (RHA) remain motorically active. Ninety-six male and female RHA and RLA rats were gonadectomized (GDX) just after weaning or as adults, or left gonadally intact. Each rat received a total of 9 injections of cocaine hydrocholoride (10 mg/kg, IP), at 3–4-day intervals for 5 weeks. Locomotor activity was measured after each injection, and stereotypies were rated 1×/week. Open field behavior (10 min) and plasma corticosterone were measured 2 weeks after the final injection. Overall, the RHA line was more sensitive to (1) cocaine's stereotypic effects, and (2) the influence of ovarian hormones on the cocaine's acute and sensitizing effects on locomotor activity. Therefore, genetic background not only determines cocaine sensitivity, but also the influence of gonadal hormones on locomotor activity. These interactions are relevant when considering the genetic contribution to abuse liability.