In this review, we have provided an overview of the current knowledge on the different molecular mechanisms of sex differentiation in major economic bivalves. The representative species of bivalves were introduced to understand the different mechanisms of sex differentiation or sex determination. The review provides a brief summary of the recent discoveries on sex differentiation in oysters, scallops, pearl oysters, and other common economically important bivalve species. The review highlights the various sex differentiation-associated molecular mechanisms by focusing on the involvement of nucleic acids, proteins, hormones, and so on. The current research trends on sex differentiation in bivalves have been discussed, which may help to advance our understanding of the sex differentiation and gonadal development of the Yesso scallop and other bivalves.