One of the most enduring and controversial questions in the neuroscience of sexual behaviour surrounds the mechanisms which produce sexual attraction to either males or females. Here, evidence is reviewed which supports the proposal that sexual orientation in humans may be laid down in neural circuitry during early foetal development. Behaviour genetic investigations provide strong evidence for a heritable component to male and female sexual orientation. Linkage studies are partly suggestive of X-linked loci although candidate gene studies have produced null findings. Further evidence demonstrates a role for prenatal sex hormones which may influence the development of a putative network of sexual-orientation-related neural substrates. However, hormonal effects are often inconsistent and investigations rely heavily on 'proxy markers'. A consistent fraternal birth order effect in male sexual orientation also provides support for a model of maternal immunization processes affecting prenatal sexual differentiation. The notion that non-heterosexual preferences may reflect generalized neurodevelopmental perturbations is not supported by available data. These current theories have left little room for learning models of sexual orientation. Future investigations, across the neurosciences, should focus to elucidate the fundamental neural architecture underlying the target-specific direction of human sexual orientation, and their antecedents in developmental neurobiology.