Public health response to COVID-19 requires behavior changes—isolation at home, wearing masks. Its effectiveness depends on generalized compliance. Original data from two waves of a survey conducted in March−April 2020 in eight Organisation for Economic Co-operation and Development countries (n = 21,649) show large gender differences in COVID-19−related beliefs and behaviors. Women are more likely to perceive the pandemic as a very serious health problem and to agree and comply with restraining measures. These differences are only partially mitigated for individuals cohabiting or directly exposed to COVID-19. This behavioral factor contributes to substantial gender differences in mortality and is consistent with women-led countries responding more effectively to the pandemic. It calls for gender-based public health policies and communication.