This article reassesses the gender differences in COVID-19 attitudes and behavior found in previous studies by examining to what extent the gender gap in the adoption of COVID-19 preventive behaviors is dependent on women's and men's perceptions of risk. The data utilized in this study were obtained from the "Understanding America Study Coronavirus in America ('COVID') Survey," conducted by the Center for Economic and Social Research (CESR), at the University of Southern California. This study shows that women are more risk averse than men, but that the gender gap in risk behavior depends on the level of risk that is associated with COVID-19. Risk perception is a stronger driver of risk behavior for men than for women, who generally tend to adopt safe measures to protect themselves and others. Different messages should be delivered to women and men to increase compliance with norms.