Background: Vulnerability to climate hazards and infectious diseases are not gender-neutral, meaning that men, women, boys, girls, and other gender identities experience different health risks. Leptospirosis, a zoonotic climate sensitive infectious disease, is commonly transmitted to humans via contact with animals and the environment, particularly soil and flood water. Gender differences in leptospiral infection risk are reported globally, with men consistently found to be at higher risk than women. However, the drivers of this difference in risk are poorly understood. Previous studies suggest that the interplay of knowledge, perceptions, and behaviours may shape differential infection risk among genders. Methodology/Principal Findings: To examine gender differences in Leptospira exposure risk we conducted a cross-sectional serosurvey among adult participants (n = 761) in four urban, marginalised, informal settlements in the city of Salvador, Brazil. We found that seroprevalence was 14.6% and 9.4% across men and women respectively. We then applied causal inference methodology to a two-part sex-disaggregated analysis to investigate: 1) the association of perceptions and behaviours with Leptospira seropositivity and 2) the association of perceptions with behaviours. We found that men who perceived leptospirosis as extremely serious had lower odds of seropositivity, walking through sewage water, or walking barefoot, suggesting an important link between perceptions, behaviours, and exposure risk. These associations were not found in women, and these behaviours were not associated with seropositivity in men or women. Conclusions: Our results highlight perceived severity of disease as a potential driver of behaviour in men, and perceptions of disease may be an important target for health education programs. Furthermore, our study identifies evidence gaps in the understanding of infection risks in women. As the first sex-disaggregated study investigating Leptospira infection risks, we advocate for a gendered lens in future studies to further understand risks specific to different gender identities.