The series explores themes of friendship, love, pleasure, pain, death, and life, with a strong focus on sexual freedom and authenticity in the face of terminal illness. It also addresses trauma, control, and the complexity of human relationships with humor and heart.

Molly's sexual journey is depicted as a bold exploration of her sexuality after a cancer diagnosis. The show reveals her past sexual trauma and her struggle to experience orgasm, highlighting her growth through various sexual encounters and relationships, including a complex dynamic with a neighbor that evolves from kinky to deeply emotional.

Molly's friendship with Nikki is central to the narrative, providing emotional support and companionship as Molly faces her illness. Their relationship is portrayed with depth, showing the strain and changes as Nikki spends more time with Molly, affecting her own personal life. Their bond is a tribute to real-life friendship and love.

Dying for Sex balances humor and the serious topic of cancer by treating the story with tremendous humor, heart, and sex-positivity. It avoids the typical morose tone of cancer stories, instead presenting a bittersweet dramedy that is both sad and handled with care and love, incorporating moments of levity alongside emotional depth.

Besides Molly and Nikki, a notable relationship is between Molly and her neighbor, played by Rob Delaney. This relationship starts as a kinky subplot involving control dynamics but evolves into a deeper exploration of love and emotional connection. Additionally, Molly's strained relationship with her mother Gail is significant, revealing past abuse and emotional distance.