The novel coronavirus disease (COVID-19) emerged as a real threat to humans, drastically disrupting everyday life in 2020–21. Although the pandemic affected people from all walks of life, irrespective of age or gender, the way the risk is perceived varies from one person to another. The pandemic risk reduction strategies can only be effective if individuals and communities respond positively to them, and for that, it is important to understand how the risk is perceived and responded to, differently by different groups of people. Gender plays a vital role in shaping risk perceptions and coping strategies, reflecting the predisposition of the public to accept health interventions and take precautionary measures. This study aims to understand the gender differences in COVID-19 risk perception and coping mechanisms – Pakistan is selected as a case study area. Following on from designing the questionnaire, which included 40 indicators grouped into domains (four risk perception and three coping mechanisms domains), an online survey was conducted, and a sample of 389 respondents was collected (248 male and 141 female). An index-based approach was used to quantify risk perception and its domains (fear, behaviour, awareness, and trust), and likewise coping mechanisms and their domains (problem, emotion, and action). Statistical tests were employed to ascertain the differences among both genders, whereas regression modelling was used to measure the effect of gender on overall risk perception and coping mechanisms. Results reveal that perceived fear and trust varied significantly between Pakistani men and women, while coping mechanisms were also notably different between the two genders. Females were found to perceive risks higher, complied more with the government's guidelines, and coped better than males in response to COVID-19. These findings imply that the gender aspect must be incorporated in designing effective communication and risk reduction strategies to efficiently address the current and potential future pandemic situations.