Sex hormone‐binding globulin (SHBG) is a homodimeric glycoprotein produced by the human liver and secreted into the systemic circulation where it binds with high affinity sex steroids regulating their availability in blood and accessibility to target tissues. Plasma SHBG levels are altered in metabolic disorders such as obesity, anorexia, and insulin resistance. Several reports have shown that diets in terms of total calories or fat, fiber, or protein content can alter plasma SHBG levels. However, there are many components in a diet that can affect SHBG gene expression in the liver. In order to unravel the molecular mechanisms by which diets regulate SHBG production, it would be necessary to analyze single diet components and/or nutritional factors. This review summarizes the recent advances in identifying different nutritional factors regulating SHBG production and the related molecular mechanism, as well as the clinical implications. Diet composition affects SHBG expression in the liver which in turn could have an effect on human disease development and/or progression.