Anxiety sensitivity (AS) is the fear of anxiety-related sensations arising from beliefs that these sensations have harmful physical, psychological, or social consequences. AS is measured using the Anxiety Sensitivity Index (ASI), a 16-item self-report questionnaire. Little is known about the origins of AS, although social learning experiences (including sex-role socialization experiences) may be important. The present study examined whether there were gender differences in: (a) the lower- or higher-order factor structure of the ASI; and/or (b) pattern of ASI factor scores. The ASI was completed by 818 university students (290 males; 528 females). Separate principal components analyses on the ASI items of the total sample, males, and females revealed nearly identical lower-order three-factor structures for all groups, with factors pertaining to fears about the anticipated (a) physical, (b) psychological, and (c) social consequences of anxiety. Separate principal components analyses on the lower-order factor scores of the three samples revealed similar unidimensional higher-order solutions for all groups. Gender x AS dimension analyses on ASI lower-order factor scores showed that: females scored higher than males only on the physical concerns factor; females scored higher on the physical concerns factor relative to their scores on the social and psychological concerns factors; and males scored higher on the social and psychological concerns factors relative to their scores on the physical concerns factor. Finally, females scored higher than males on the higher-order factor representing the global AS construct. The present study provides further support for the empirical distinction of the three lower-order dimensions of AS, and additional evidence for the theoretical hierarchical structure of the ASI. Results also suggest that males and females differ on these various AS dimensions in ways consistent with sex role socialization practices.