The research purpose is to evaluate the effectiveness of leadership in the process of distance learning from the perspective of the psychological theories of leadership, gender, and cross-cultural issues. The present research is based on such methods as surveys, testing, quantitative and qualitative analysis, and statistical data processing. The subjective (the experience of the respondents) and objective (machine calculation of clusters) assessments allowed the scholars to generate more arguments on leadership in the learning process. The sample consisted of 600 female and male students (300 from each sex, respectively) aged 18–20 years from Abu Dhabi University, American University in The Emirates, and the United Arab Emirates University. The research stated that the majority of students, regardless of gender, suppose that both sexes can develop similar leadership traits (80%). The research claims that female leaders have to be more dynamic and demonstrate higher intelligence (26% vs. 20%) and confidence (20% vs. 15%) than male leaders. Cultural and socio-demographic characteristics do not play a significant role in leadership development (10%). The main cause for the choice of a leader is behavioural and communication characteristics (50%) as well as personal qualities (35%). These results can be used for the online design of distance learning courses in universities (both group and individual), as well as for psychologists to study the aspect of individuals’ predisposition to leadership. It makes sense for further research to explore the issue of differences in the perception of educational leadership in Asian and Western European countries based on the cross-cultural aspect, that is, the influence of national culture on the choice of leader in the educational environment.