Days after the World Health Organization (WHO) declared that COVID-19 was a pandemic, Saudi Arabia took preventative and precautionary measures to avoid its spread and to safeguard its citizens. In this study, we investigated the knowledge, attitudes, and practices (KAP) of both men and women toward COVID-19 as well as associated factors. A cross-sectional study was conducted using an online, self-report questionnaire distributed via Google Forms. The overall percentage of correct answers for the knowledge statements was 80.2%, with a higher rate among the female respondents (82.4% vs. 78.5%, p = 0.005). Slightly more than half (i.e., 165: 51.6%) of the participants showed that they did not go to crowded places during the pandemic; however, more female respondents recorded that they avoided crowded places than male respondents (57.7% vs. 46.2%, p = 0.04). Most participants (i.e., 272: 85.0%) reported that they had worn a mask in recent days, and more than two-thirds (84.4%) said that they still follow the strategies recommended by government authorities to prevent the spread of the virus. Again, more female respondents reported this than males (89.9% vs. 79.5%; p = 0.01). Significant correlations (p < 001) were noted between knowledge and practices (r = 0.31), knowledge and attitudes (r = 0.37), and attitudes and practices (r = 0.29). In the multivariate logistic regression analysis, occupation and education were independently associated with knowledge among both the male and female respondents (adjusted odds ratio [aOR]: 2.9; 95% confidence interval [CI]: 1.2–7.2; aOR: 5.9; 95% CI: 2.2–15.9). Residence was independently associated with attitudes, but only among the male respondents (aOR: 2.3; 95% CI: 1.1–4.9), and COVID-19 was independently associated with practices among both the male and female respondents (aOR: 4.5; 95% CI: 1.4–14.2; aOR: 9.8; 95% CI: 1.2–81.2). There were significant gender differences in both knowledge and practices toward COVID-19, with the female respondents achieving better scores than the male respondents. Thus, we recommend that health education campaigns are tailored to specifically target males.