Objective: There is some evidence that men and women deal with stress in different ways; for example, a meta-analysis found that women prefer to focus on emotions as a coping strategy more than men do. However, sex differences in preferences for therapy is a subject little explored. Design: A cross-sectional online survey. Method: Participants (115 men and 232 women) were recruited via relevant websites and social media. The survey described therapies and asked participants how much they liked each. Their coping strategies and help-seeking behaviour were assessed too. Results: Survey data were analysed using multiple linear regression. After familywise adjustment of the alpha for multiple testing to p <.0125, and controlling for other relevant variables, men liked support groups more than women did (β = −.163, p <.010), used sex or pornography to cope with stress more than women did (Exp[B] = .280, p <.0002), and thought that there is a lack of male-friendly options more than women did (Exp[B] = .264, p <.002). The majority of participants expressed no preference for the sex of their therapist, but of those who did, men were only slightly more likely to prefer a female therapist whereas women were much more likely to prefer females (p <.0004). Even after familywise adjustment, there were still more significant findings than would be expected by chance (p <.001, two-tailed). Conclusions: Although there are many similarities in the preferences of men and women regarding therapy, our findings support the hypothesis that men and women show statistically significant differences of relevance to clinical psychologists.