The COVID-19 pandemic was an unprecedented situation that raised concerns about the physical and mental health of adolescents. Several surveys demonstrated that post-lockdown, women reported more complaints and lower perceived quality of life compared to men. The aim of this study was to analyze gender differences in self-reported physical and mental health immediately after the second lock-down restrictions (July 2020 to December 2020) were suspended and physical exercise classes resumed after a break of several months. This was achieved using a comparative cross-sectional survey of over-18-year-old students from the faculties of Sports Science and Physical Therapy at the University of Cadiz (UCA) in Spain. Quality of life was assessed using two types of questionnaires. The first covered quality of nutrition (PREDIMED), and the second assessed emotional impact (SF12). Physical activity level was estimated using the International Physical Activity Questionnaire (IPAQ). Of the 166 participants in this study, about two-thirds were men. Men had a better perception of their overall health quality than women. In addition, men had significantly fewer limitations in performing activities of daily living than their female counterparts. In contrast, female university students had better coping strategies, that is, they were better able to handle the problems of daily life and did so with more composure, attention, and concentration. These findings highlight the differences in post-release recovery between men and women and can be used to develop programs to promote better living standards and services to reduce gender disparities, which can ultimately improve quality of life.