Hundreds of vertebrate genomes have been sequenced and assembled to date. However, most sequencing projects have ignored the sex chromosomes unique to the heterogametic sex – Y and W – that are known as sex-limited chromosomes (SLCs). Indeed, haploid and repetitive Y chromosomes in species with male heterogamety (XY), and W chromosomes in species with female heterogamety (ZW), are difficult to sequence and assemble. Nevertheless, obtaining their sequences is important for understanding the intricacies of vertebrate genome function and evolution. Recent progress has been made towards the adaptation of next-generation sequencing (NGS) techniques to deciphering SLC sequences. We review here currently available methodology and results with regard to SLC sequencing and assembly. We focus on vertebrates, but bring in some examples from other taxa.