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It was hypothesized that women may have more depressive, anxious, and somatic symptoms than men because they experience a deleterious stressor that men do not: sexist treatment. A total of 255 students (180 females, 75 males) at a state university completed an anonymous questionnaire containing measures of these symptoms. Women were found to exhibit significantly greater symptoms than men on all of them. Further, women who experienced frequent sexism had significantly more symptoms than men on all symptom measures, whereas women who experienced little sexism did not differ from men on any symptom measure. These findings suggest that gender‐specific stressors not only play a role in psychiatric symptoms among women but may account for well‐known gender differences in those symptoms as well.