Gender appears to be a strong predictor of online health information-seeking behaviour (OHISB), which is related to Digital Health Literacy (DHL). Gender differences in OHISB have been studied in different countries with different results, but no studies have investigated gender-specific OHISB among University students during the COVID-19 pandemic. We sought to investigate any gender differences in OHISB in the period between the first and second waves of the pandemic in Italian university students. A questionnaire developed by the global COVID-HL network, including existing and adapted validated scales and self-developed scales, was administered to 2996 University students in Florence. Gender differences were tested using the χ² test or the Mann–Whitney U test. Male students reported a higher score in DHL than females (p < 0.001). However, female students seek COVID-19 information more often on different sources (for themselves and other people), on various topics, consider various aspects of information quality to be “very important’’ (p < 0.05) and are more likely to be “often dissatisfied’’ or ”partly satisfied’’ with information (p < 0.001). Our study confirmed gender as an important dimension to explain students’ OHISB differences, which could help institutions promote gender-specific education programmes and provide gender-oriented health information.